Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors

DOI10.1016/j.spl.2010.08.003zbMath1202.62039OpenAlexW2095409590MaRDI QIDQ613162

Rahul Mukerjee, In Hong Chang

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.003

zbMATH Keywords

mixture modelobserved informationprobability matching priorshrinkage argument

Mathematics Subject Classification ID

Related Items (2)

Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction

Cites Work

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• On the implementation of local probability matching priors for interest parameters
• Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter
• Data-dependent probability matching priors of the second order
• Asymptotic Expansions Associated with Posterior Distributions

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