Bayesian prediction with approximate frequentist validity

Annals of Statistics

Volumn 28, Issue 5, 2000, Pages 1414-1426

  Datta, Gauri Sankar ^a   Mukerjee, Rahul ^b   Ghosh, Malay ^c   Sweeting, Trevor J ^d  

^a UNIVERSITY OF GEORGIA   (United States)

^b INDIAN INSTITUTE OF MANAGEMENT CALCUTTA   (India)

^c University of Florida ^*  (United States)

^d UNIVERSITY OF SURREY   (United Kingdom)

Author keywords

Highest predictive density region; Jeffreys' prior; Noninformative prior; Posterior quantile; Prediction interval

Indexed keywords

EID: 0034287153     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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