Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case

DOI10.1016/J.SPL.2008.03.027zbMATH Open1154.62324OpenAlexW1975839320MaRDI QIDQ952879FDOQ952879

Authors: In Hong Chang, Rahul Mukerjee 

Publication date: 14 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.027

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Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05)

Cites Work

• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical likelihood
• Bayesian empirical likelihood
• Empirical likelihood as a goodness-of-fit measure
• Title not available (Why is that?)
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Bayesian exponentially tilted empirical likelihood
• Probability matching priors: Higher order asymptotics
• On a property of probability matching priors: matching the alternative coverage probabilities
• Miscellanea. Second-order probability matching priors
• Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
• On priors providing frequentist validity of Bayesian inference for multiple parametric functions
• Expected lengths of confidence intervals based on empirical discrepancy statistics

Cited In (4)

• Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
• Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
• On priors that match posterior and frequentist distribution functions
• On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

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