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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