Probability matching priors for predicting a dependent variable with application to regression models

zbMath1050.62029MaRDI QIDQ1881374

Rahul Mukerjee, Gauri Sankar Datta

Publication date: 5 October 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

noninformative priorBayesian predictionshrinkage argumentposterior quantilefrequentist validityhighest predictive density region

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) General nonlinear regression (62J02)

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