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

DOI10.1007/BF02595408zbMath1087.62036MaRDI QIDQ820203

José Miguel Bernardo

Publication date: 6 April 2006

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsFisher informationpoint estimationJeffreys priorsintrinsic discrepancyreference priorsobjective priorsBayesian asymptoticsamount of informationfrequentist coverageHPD regionsLPL regionsprobability centred intervalsregion estimation

Mathematics Subject Classification ID

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

Related Items

Bayesian credibility for GLMs, Expressing Regret: A Unified View of Credible Intervals, Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations, The evidentiary credible region, A survey of Bayesian predictive methods for model assessment, selection and comparison, Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates, Robust online Hamiltonian learning, Bayesian inference for the correlation coefficient in two seemingly unrelated regressions, Tree based credible set estimation, Intrinsic objective Bayesian estimation of the mean of the Tweedie family, Objective Bayesian tests for Fieller-Creasy problem

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