Probability matching priors: Higher order asymptotics

zbMath1044.62031MaRDI QIDQ1420353

Publication date: 1 February 2004

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

prediction estimation Bayesian analysis Bayesian asymptotics probability matching priors highest posterior density regions frequentist confidence sets frequentist validity of posterior credible sets multiple parametric function posterior credible regions posterior quantiles single parametric function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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