Probability Matching Priors: Higher Order Asymptotics: Higher Order Asymptotics by Gauri Sankar Datta

Probability Matching Priors: Higher Order Asymptotics: Higher Order Asymptotics

byGauri Sankar Datta

Paperback | January 8, 2004

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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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Title:Probability Matching Priors: Higher Order Asymptotics: Higher Order AsymptoticsFormat:PaperbackDimensions:137 pages, 9.25 × 6.1 × 0.04 inPublished:January 8, 2004Publisher:Springer New YorkLanguage: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