A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models

DOI10.1080/03610926.2017.1348522OpenAlexW232830309MaRDI QIDQ5160243

David R. Bickel

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10393/32313

zbMATH Keywords

model checkingBayesian model averagingmodel criticismmodel assessmentprior-data conflictconfidence distributionfiducial inferenceposterior predictive checkfrequentist model averagingdistributional inferenceprior predictive checkcoherent fiducial distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items

Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach ⋮ Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support ⋮ Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors ⋮ Model fusion and multiple testing in the likelihood paradigm: shrinkage and evidence supporting a point null hypothesis

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