Probability Matching Priors: Higher Order Asymptotics /
Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest. They can form the basis of an objective Bayesian analysis. In addition, they provide a route for obtaining accurate frequentist confidenc...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2004.
|
| Series: | Lecture notes in statistics (Springer-Verlag) ;
178. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Introduction and the Shrinkage Argument
- Matching Priors for Posterior Quantiles
- Matching Priors for Distribution Functions
- Matching Priors for Highest Posterior Density Regions
- Matching Priors for Other Credible Regions
- Matching Priors for Prediction.