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 |
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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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