Probability Matching Priors: Higher Order Asymptotics
Lecture notes in statisticsPublished 1 January 2004
Gauri Sankar Datta, Rahul Mukerjee
Citations198
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Abstract
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 objecti
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Computer Science
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In the preceding chapters, the object of interest was a parameter, either one-dimensional or multidimensional, and priors ensuring approximate frequentist validity of the associated posterior credible regions were studied, and apparently the solutions for these matching priors depend on the specification of the interest parameter.