Bayesian and frequentist confidence intervals arising from empirical-type likelihoods

DOI10.1093/biomet/asm088zbMath1437.62410OpenAlexW2099570238MaRDI QIDQ3631485

In Hong Chang, Rahul Mukerjee

Publication date: 10 June 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asm088

zbMATH Keywords

Edgeworth expansionposterior coveragefrequentist coverage

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items (12)

Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors ⋮ Bayesian local influence analysis of general estimating equations with nonignorable missing data ⋮ Bayesian empirical likelihood estimation of quantile structural equation models ⋮ Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors ⋮ Bayesian elastic net based on empirical likelihood ⋮ Bayesian semiparametric hierarchical empirical likelihood spatial models ⋮ Bayesian empirical likelihood for quantile regression ⋮ Objective Bayesian inference with proper scoring rules ⋮ Unnamed Item ⋮ Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data ⋮ Bayesian Estimation and Comparison of Moment Condition Models

This page was built for publication: Bayesian and frequentist confidence intervals arising from empirical-type likelihoods