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Probability matching priors for predicting unobservable random effects with application to ANOVA models.

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Publication:1423236
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DOI10.1016/S0167-7152(03)00004-XzbMath1116.62327MaRDI QIDQ1423236

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Publication date: 14 February 2004

Published in: (Search for Journal in Brave)


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Cites Work

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  • Frequentist validity of highest posterior density regions in the multiparameter case
  • A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
  • Bayesian prediction with approximate frequentist validity.
  • Probability matching priors for predicting a dependent variable with application to regression models
  • Some new Results on Probability Matching Priors
  • Noninformative priors for one parameter of many
  • On priors providing frequentist validity of Bayesian inference for multiple parametric functions
  • On a property of probability matching priors: matching the alternative coverage probabilities
  • Asymptotic Expansions Associated with Posterior Distributions
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