메뉴 건너뛰기




Volumn 84, Issue 4, 1997, Pages 970-975

Second-order probability matching priors

Author keywords

Frequentist validity; Invariance; Posterior distribution function; Posterior quantile

Indexed keywords


EID: 0001128325     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.4.970     Document Type: Article
Times cited : (65)

References (18)
  • 1
    • 0000763454 scopus 로고
    • A decomposition for the likelihood ratio statistic and the Bartlett correction-A Bayesian argument
    • BICKEL, P. J.GHOSH, J. K. (1990). A decomposition for the likelihood ratio statistic and the Bartlett correction-A Bayesian argument. Ann. Statist. 18, 1070-90.
    • (1990) Ann. Statist. , vol.18 , pp. 1070-1090
    • Bickel, P.J.1    Ghosh, J.K.2
  • 2
    • 0002738159 scopus 로고
    • Parameter orthogonality and approximate conditional inference (with Discussion)
    • Cox, D. R.REID, N. (1987). Parameter orthogonality and approximate conditional inference (with Discussion). J. R. Statist. Soc. B 49, 1-39.
    • (1987) J. R. Statist. Soc. B , vol.49 , pp. 1-39
    • Cox, D.R.1    Reid, N.2
  • 3
    • 0002324119 scopus 로고
    • On priors providing frequentist validity for Bayesian inference
    • DATTA, G. S.GHOSH, J. K. (1995a). On priors providing frequentist validity for Bayesian inference. Biometrika 82, 37-45.
    • (1995) Biometrika , vol.82 , pp. 37-45
    • Datta, G.S.1    Ghosh, J.K.2
  • 4
    • 51249170404 scopus 로고
    • Noninformative priors for maximal invariant parameter in group models
    • DATTA, G. S.GHOSH, J. K. (1995b). Noninformative priors for maximal invariant parameter in group models. Test 4, 95-114
    • (1995) Test , vol.4 , pp. 95-114
    • Datta, G.S.1    Ghosh, J.K.2
  • 5
    • 0039332211 scopus 로고    scopus 로고
    • On the invariance of noninformative priors
    • DATTA, G. S.GHOSH, M. (1996). On the invariance of noninformative priors. Ann. Statist. 24, 141-59.
    • (1996) Ann. Statist. , vol.24 , pp. 141-159
    • Datta, G.S.1    Ghosh, M.2
  • 6
    • 0001851486 scopus 로고
    • Fisherian inference in likelihood and prequential frames of reference (with Discussion)
    • DAWID, A. P. (1991). Fisherian inference in likelihood and prequential frames of reference (with Discussion). J. R. Statist. Soc. B 53, 79-109.
    • (1991) J. R. Statist. Soc. B , vol.53 , pp. 79-109
    • Dawid, A.P.1
  • 7
    • 0001500591 scopus 로고
    • Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
    • GHOSH, J. K.MUKERJEE, R. ( 1991). Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case. J. Mult. Anal. 38, 385-93.
    • (1991) J. Mult. Anal. , vol.38 , pp. 385-393
    • Ghosh, J.K.1    Mukerjee, R.2
  • 8
    • 0347390391 scopus 로고    scopus 로고
    • Noninformative priors for the two sample normal problem
    • GHOSH, M.YANG, M. C. (1996). Noninformative priors for the two sample normal problem. Test 5,145-57.
    • (1996) Test , pp. 145-157
    • Ghosh, M.1    Yang, M.C.2
  • 9
    • 0001153759 scopus 로고
    • Asymptotic expansions associated with posterior distributions
    • JOHNSON, R. A. (1970). Asymptotic expansions associated with posterior distributions. Ann. Math. Statist. 41, 851-64.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 851-864
    • Johnson, R.A.1
  • 10
    • 0030327756 scopus 로고    scopus 로고
    • Formal rules for selecting prior distributions: A review and annotated bibliography
    • KASS, R. E.WASSERMAN, L. (1996). Formal rules for selecting prior distributions: a review and annotated bibliography. J. Am. Statist. Assoc. 91, 1343-70.
    • (1996) J. Am. Statist. Assoc. , vol.91 , pp. 1343-1370
    • Kass, R.E.1    Wasserman, L.2
  • 11
    • 0000800881 scopus 로고
    • Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
    • MUKERJEE, R.DEY, D. K. (1993). Frequentist validity of posterior quantiles in the presence of a nuisance parameter: higher order asymptotics. Biometrika 80, 499-505.
    • (1993) Biometrika , vol.80 , pp. 499-505
    • Mukerjee, R.1    Dey, D.K.2
  • 12
    • 0000256545 scopus 로고
    • Bayesian intervals with good frequentist behaviour in the presence of nuisance parameters
    • NICOLAOU, A. (1993). Bayesian intervals with good frequentist behaviour in the presence of nuisance parameters. J. R. Statist. Soc. B 55, 377-90.
    • (1993) J. R. Statist. Soc. B , vol.55 , pp. 377-390
    • Nicolaou, A.1
  • 13
    • 0002600548 scopus 로고
    • On confidence sets and Bayesian probability points in the case of several parameters
    • PEERS, H. W. (1965). On confidence sets and Bayesian probability points in the case of several parameters. J. R. Statist. Soc. B 27, 9-16.
    • (1965) J. R. Statist. Soc. B , vol.27 , pp. 9-16
    • Peers, H.W.1
  • 15
    • 0001121085 scopus 로고
    • On coverage probability of confidence sets based on a prior distribution
    • Warsaw: Polish Scientific.
    • STEIN, C. (1985). On coverage probability of confidence sets based on a prior distribution. In Sequential Methods in Statistics, Banach Center Publications 16, pp. 485-514. Warsaw: Polish Scientific.
    • (1985) In Sequential Methods in Statistics, Banach Center Publications , vol.16 , pp. 485-514
    • Stein, C.1
  • 16
    • 0002611684 scopus 로고    scopus 로고
    • Frequentist validity of posterior quantiles for a two parameter exponential family
    • SUN, D.YE, K. (1996). Frequentist validity of posterior quantiles for a two parameter exponential family. Biometrika 83, 55-65.
    • (1996) Biometrika , vol.83 , pp. 55-65
    • Sun, D.1
  • 17
    • 0001638080 scopus 로고
    • Noninformative priors for one parameter of many
    • TIBSHIRANI, R. (1989). Noninformative priors for one parameter of many. Biometrika 76, 604-8.
    • (1989) Biometrika , vol.76 , pp. 604-608
    • Tibshirani, R.1
  • 18
    • 0001159310 scopus 로고
    • On formulae for confidence points based on integrals of weighted likeli-hoods
    • WELCH, B.PEERS, H. W. (1963). On formulae for confidence points based on integrals of weighted likeli-hoods. J. R. Statist. Soc. B 25, 318-29.
    • (1963) J. R. Statist. Soc. B , vol.25 , pp. 318-329
    • Welch, B.1    Peers, H.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.