The Highest Confidence Density Region and Its Usage for Joint Inferences about Constrained Parameters

Biometrics

Volumn 67, Issue 2, 2011, Pages 604-610

  Tian, Lu ^a   Wang, Rui ^b   Cai, Tianxi ^c   Wei, Lee Jen ^c  

^a STANFORD UNIVERSITY SCHOOL OF MEDICINE   (United States)

^b MASSACHUSETTS GENERAL HOSPITAL   (United States)

^c HARVARD SCHOOL OF PUBLIC HEALTH   (United States)

Author keywords

Confidence distribution; Highest posterior density region; Markov chain Monte Carlo; Simultaneous confidence intervals; Survival analysis

Indexed keywords

FINANCIAL DATA PROCESSING; MARKOV PROCESSES; MONTE CARLO METHODS; STATISTICS;

CONFIDENCE DISTRIBUTION; CONFIDENCE REGION; CONSTRAINED PARAMETERS; DENSITY REGIONS; HIGH CONFIDENCE; HIGH POSTERIOR DENSITY REGION; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE-CARLO; SIMULTANEOUS CONFIDENCE INTERVALS; SURVIVAL ANALYSIS;

CHAINS;

ALGORITHM; BAYESIAN ANALYSIS; CONFIDENCE INTERVAL; ESTIMATION METHOD; MARKOV CHAIN; MONTE CARLO ANALYSIS; OBSERVATIONAL METHOD; PARAMETERIZATION; TEMPORAL VARIATION; TRANSFORMATION;

EID: 79954509538     PISSN: 0006341X     EISSN: 15410420     Source Type: Journal    
DOI: 10.1111/j.1541-0420.2010.01486.x     Document Type: Article

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