Fiducial and Confidence Distributions for Real Exponential Families

DOI10.1111/sjos.12117zbMath1371.62009MaRDI 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 analysis; coverage probability; natural exponential family; posterior distribution; conjugate prior; Jeffreys prior; confidence distribution; quadratic variance function; fiducial distribution; Edgeworth's expansion

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F15: Bayesian inference

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions

Related Items

Classification by fiducial predictive density functions, Confidence distribution for the ability parameter of the Rasch model, Some asymptotic results for fiducial and confidence distributions, Safe probability, Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter, Can Bayesian, confidence distribution and frequentist inference agree?

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fiducial approach to multiple comparisons
• Natural exponential families with quadratic variance functions
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Reference priors for exponential families with simple quadratic variance function
• R. A. Fisher and the fiducial argument
• Combining information from independent sources through confidence distributions
• The functional-model basis of fiducial inference
• Confidence intervals for a binomial proportion and asymptotic expansions
• A note on Dempster-Shafer recombination of confidence distributions
• Fiducial theory and optimal inference
• Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors
• Fiducial Intervals for Variance Components in an Unbalanced Two-Component Normal Mixed Linear Model
• On Fiducial Inference
• Fiducial Inference
• Confidence and Likelihood^*
• Inferential Models: A Framework for Prior-Free Posterior Probabilistic Inference
• Asymptotic Expansions Associated with Posterior Distributions
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).