Frequentist validity of highest posterior density regions in the multiparameter case

Ghosh, J. K. ; Mukerjee, Rahul (1993) Frequentist validity of highest posterior density regions in the multiparameter case Annals of the Institute of Statistical Mathematics, 45 (2). pp. 293-302. ISSN 0020-3157

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Official URL: http://www.springerlink.com/content/r3551714825987...

Related URL: http://dx.doi.org/10.1007/BF00775815

Abstract

In a multiparameter set-up, this paper characterizes priors which ensure frequentist validity, up too(n -1), of confidence regions based on the highest posterior density. The role of Jeffreys" prior in this regard has also been investigated.

Item Type:Article
Source:Copyright of this article belongs to Springer-Verlag.
Keywords:Highest Posterior Density; Jeffreys" Prior; Non-informative Prior; Parametric Orthogonality
ID Code:22619
Deposited On:24 Nov 2010 08:08
Last Modified:02 Jun 2011 07:03

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