Fiducial and Confidence Distributions for Real Exponential Families

DOI10.1111/sjos.12117zbMath1371.62009OpenAlexW1836112084MaRDI QIDQ5251489

Piero Veronese, Eugenio Melilli

Publication date: 20 May 2015

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12117

zbMATH Keywords

Bayesian analysiscoverage probabilitynatural exponential familyposterior distributionconjugate priorJeffreys priorconfidence distributionquadratic variance functionfiducial distributionEdgeworth's expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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