On perturbed ellipsoidal and highest posterior density regions with approximate frequentist validity

Ghosh, J. K. ; Mukerjee, Rahul (1995) On perturbed ellipsoidal and highest posterior density regions with approximate frequentist validity Journal of the Royal Statistical Society: Series B, 57 (4). pp. 761-769. ISSN 1369-7412

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Official URL: http://www.jstor.org/pss/2345942

Abstract

This paper considers, in the multiparameter case, perturbed ellipsoidal and highest posterior density regions with both Bayesian and frequentist validity up to o(n-1).

Item Type:Article
Source:Copyright of this article belongs to Royal Statistical Society.
Keywords:Ellipsoidal Region; Highest Posterior Density Region; Location Model; Location-scale Model; Minimal Perturbation
ID Code:22632
Deposited On:24 Nov 2010 08:06
Last Modified:02 Jun 2011 07:04

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