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On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods - MaRDI portal

On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods (Q1944372)

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scientific article; zbMATH DE number 6150751
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English
On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods
scientific article; zbMATH DE number 6150751

    Statements

    On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods (English)
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    5 April 2013
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    approximate characteristic function
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    data-dependent prior
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    Edgeworth expansion
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    higher-order asymptotics
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    invariance
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    nonlinearity
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    probability matching prior
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