Probability Matching Priors: Higher Order Asymptotics: Higher Order Asymptotics

Paperback | January 8, 2004

byGauri Sankar Datta

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This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.

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This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.

From the Jacket

Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest. They can form the basis of an objective Bayesian analysis. In addition, they provide a route for obtaining accurate frequentist confidence sets, which are meaningful also to ...

Format:PaperbackDimensions:137 pages, 9.25 × 6.1 × 0.39 inPublished:January 8, 2004Publisher:SpringerLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:038720329X

ISBN - 13:9780387203294

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Table of Contents

Introduction and the Shrinkage Argument * Matching Priors for Posterior Quantiles * Matching Priors for Distribution Functions * Matching Priors for Highest Posterior Density Regions * Matching Priors for Other Credible Regions * Matching Priors for Prediction

Editorial Reviews

"...This monograph will likely prove valuable in promoting probability matching priors among the practitioners and applied statisticians." Journal of the American Statistical Association, March 2006