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

DOI10.1007/S11749-011-0240-8zbMath1259.62009OpenAlexW2044029654MaRDI QIDQ1944372

Rahul Mukerjee, In Hong Chang

Publication date: 5 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0240-8

zbMATH Keywords

invariancenonlinearityEdgeworth expansionprobability matching priordata-dependent priorhigher-order asymptoticsapproximate characteristic function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Bayesian inference (62F15)

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