Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case
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Publication:4390930
DOI10.1111/1467-9876.00053zbMath0904.62040OpenAlexW2088469192MaRDI QIDQ4390930
Publication date: 26 May 1998
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9876.00053
linear transformationFortran 77pivotal quantitybivariate distributionhighest posterior density regionalgorithm AS 308minimum volume confidence region
Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)
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