Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)

DOI10.1007/BF02595408zbMATH Open1087.62036MaRDI QIDQ820203FDOQ820203

Authors: Jose M. Bernardo 

Publication date: 6 April 2006

Published in: Test (Search for Journal in Brave)

Recommendations

• Estimating Bayesian credible intervals
• On the behavior of Bayesian credible intervals for some restricted parameter space problems
• Bayesian robustness of credible regions in the presence of nuisance parameters
• Objective Bayesian intervals: some remarks on Gini's approach
• A Modification for Bayesian Credible Intervals
• On the Construction of Bayes–Confidence Regions
• A robust Bayesian interpretation of likelihood regions

zbMATH Keywords

confidence intervalsfrequentist coverageFisher informationobjective priorsBayesian asymptoticsreference priorspoint estimationintrinsic discrepancyamount of informationHPD regionsJeffreys priorsLPL regionsprobability centred intervalsregion estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

Cites Work

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Cited In (18)

• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• The support interval
• Calibrating general posterior credible regions
• Objective Bayesian tests for Fieller-Creasy problem
• Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates
• Objective Bayesian point and region estimation in location-scale models
• The evidentiary credible region
• A Modification for Bayesian Credible Intervals
• Robust online Hamiltonian learning
• Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
• Tree based credible set estimation
• Expressing Regret: A Unified View of Credible Intervals
• Estimating Bayesian credible intervals
• On the behavior of Bayesian credible intervals for some restricted parameter space problems
• Optimal properties of some Bayesian inferences
• Bayesian credibility for GLMs
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

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