Data-dependent probability matching priors of the second order

DOI10.1080/02331880903023829zbMath1291.62070OpenAlexW2094866961MaRDI QIDQ5400849

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Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903023829

zbMATH Keywords

Jeffreys' priorshrinkage argumentposterior quantileorthogonal parametrizationfrequentist validity

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (4)

Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics ⋮ Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors ⋮ Second-order matching prior family parametrized by sample size and matching probability ⋮ Second-order probability matching priors for the person parameter in unidimensional IRT models

Cites Work

• On the validity of the formal Edgeworth expansion
• Probability matching priors: Higher order asymptotics
• Noninformative priors for one parameter of many
• Miscellanea. Second-order probability matching priors
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Asymptotic Inference for Mixture Models by Using Data-Dependent Priors
• On the implementation of local probability matching priors for interest parameters
• Asymptotic Expansions Associated with Posterior Distributions

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