The evidentiary credible region

DOI10.1214/14-BA883zbMATH Open1327.62163OpenAlexW2089341999MaRDI QIDQ899062FDOQ899062

David Shalloway

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1416579184

zbMATH Keywords

parameterization invariancecredible intervalKullback-Leiblerinformation gainhighest posterior densitycredible regionrelative surprise region

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

Cites Work

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• Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case
• The formal definition of reference priors
• Hypothesis assessment and inequalities for Bayes factors and relative belief ratios
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• Bayesian ikference procedures derived via the concept of relative surprise
• Optimally and computations for relative surprise inferences
• Optimal properties of some Bayesian inferences

Cited In (2)

• The support interval
• Title not available (Why is that?)

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