Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods

DOI10.1016/j.jspi.2010.03.017zbMath1188.62162MaRDI QIDQ974507

Rahul Mukerjee, In Hong Chang

Publication date: 3 June 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.017

zbMATH Keywords

Edgeworth expansion; empirical likelihood; higher order asymptotics

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62F15: Bayesian inference

62G15: Nonparametric tolerance and confidence regions

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