Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics

DOI10.1093/biomet/93.3.723zbMath1109.62022OpenAlexW2025584265MaRDI QIDQ3434088

Rahul Mukerjee, Kai-Tai Fang

Publication date: 23 April 2007

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/93.3.723

zbMATH Keywords

Edgeworth expansionEmpirical likelihoodProbability matching priorHighest posterior density regionPosterior quantile

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

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