Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case

DOI10.1016/j.spl.2008.03.027zbMath1154.62324OpenAlexW1975839320MaRDI QIDQ952879

In Hong Chang, Rahul Mukerjee

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.027

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items

On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

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