Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics

Biometrika

Volumn 93, Issue 3, 2006, Pages 723-733

  Fang, Kai Tai ^a   Mukerjee, Rahul ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b INDIAN INSTITUTE OF MANAGEMENT CALCUTTA   (India)

Author keywords

Edgeworth expansion; Empirical likelihood; Highest posterior density region; Posterior quantile; Probability matching prior

Indexed keywords

EID: 33750196513     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/93.3.723     Document Type: Article

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