Empirical Bayes prediction intervals in a normal regression model: Higher order asymptotics

Statistics and Probability Letters

Volumn 63, Issue 2, 2003, Pages 197-203

  Basu, Ruma ^a   Ghosh, J K ^b   Mukerjee, Rahul ^c  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b PURDUE UNIVERSITY   (United States)

^c INDIAN INSTITUTE OF MANAGEMENT CALCUTTA   (India)

Author keywords

Coverage probability; Equal tail; Expected length

Indexed keywords

EID: 0038016744     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00083-X     Document Type: Article

References (3)

1. Carlin B.P. Louis T.A. Bayes and Empirical Bayes Methods for Data Analysis 1996 Chapman & Hall London
2. Datta G.S. Ghosh M. Mukerjee R. Some new results on probability matching priors Calcutta Statist. Assoc. Bull. 50 2000 179-192
3. Morris C.N. Parametric empirical Bayes inference: theory and applications J. Amer. Statist. Assoc. 78 1983 47-55