On probability matching priors

DOI10.1002/cjs.5550360408zbMath1166.62014OpenAlexW2135592375MaRDI QIDQ3626380

Nancy Reid, Ana-Maria Staicu

Publication date: 22 May 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360408

zbMATH Keywords

Laplace approximationapproximate Bayesian inferenceorthogonal parameterstail probability approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical distribution theory (62E99)

Related Items (10)

Asymptotic expansion of the posterior based on pairwise likelihood ⋮ Interview with Nancy Reid ⋮ Generalized fiducial factor: an alternative to the Bayes factor for forensic identification of source problems ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Assessing Sensitivity to Priors Using Higher Order Approximations ⋮ Higher-order approximations for interval estimation in binomial settings ⋮ Approximate Bayesian computation with modified log-likelihood ratios ⋮ Modern likelihood inference for the maximum/minimum of a bivariate normal vector ⋮ A Practical Procedure to Find Matching Priors for Frequentist Inference

Cites Work

• Probability matching priors: Higher order asymptotics
• Coverage properties of one-sided intervals in the discrete case and application to matching priors
• Some Remarks on Noninformative Priors
• Accurate Approximations for Posterior Moments and Marginal Densities
• Noninformative priors for one parameter of many
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• On a property of probability matching priors: matching the alternative coverage probabilities
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• The Selection of Prior Distributions by Formal Rules
• Miscellanea. Second-order probability matching priors
• Saddlepoint approximations as smoothers
• Implementing matching priors for frequentist inference
• On the implementation of local probability matching priors for interest parameters
• Applied Asymptotics
• Integrated likelihood functions for non-Bayesian inference
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