Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.

DOI10.1016/S0167-7152(03)00083-XzbMath1116.62305MaRDI QIDQ1423203

Rahul Mukerjee, Ruma Basu, Jayanta K. Ghosh

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Coverage probabilityExpected lengthEqual tail

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites Work

• Some new Results on Probability Matching Priors
• Parametric Empirical Bayes Inference: Theory and Applications
• Unnamed Item

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