The evidentiary credible region

DOI10.1214/14-BA883zbMath1327.62163OpenAlexW2089341999MaRDI QIDQ899062

David Shalloway

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1416579184

zbMATH Keywords

highest posterior densityKullback-Leiblerinformation gaincredible regioncredible intervalparameterization invariancerelative surprise region

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Cites Work

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• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• Hypothesis assessment and inequalities for Bayes factors and relative belief ratios
• The formal definition of reference priors
• Optimal properties of some Bayesian inferences
• Bayesian ikference procedures derived via the concept of relative surprise
• Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case
• Optimally and computations for relative surprise inferences

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