Search Results - subject:"Matching prior"

Objective Bayesian analysis for bivariate Marshall–Olkin exponential distribution

Guan, Qiang; Tang, Yincai; Xu, Ancha - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 299-313

The Bayesian estimators for the unknown parameters of the bivariate Marshall–Olkin exponential distribution under noninformative priors have been considered and several reference priors have been derived. A class of priors is found by matching the coverage probability of one-side Bayesian...

Persistent link: https://www.econbiz.de/10010871418

Objective Bayesian higher-order asymptotics in models with nuisance parameters

Ventura, Laura; Sartori, Nicola; Racugno, Walter - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 90-96

of nuisance parameters is proposed. The approximation is obtained using a matching prior. The procedure improves the …

Persistent link: https://www.econbiz.de/10010871457

Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring

Fu, Jiayu; Xu, Ancha; Tang, Yincai - In: Statistics & Probability Letters 82 (2012) 10, pp. 1829-1836

matching prior) are given. We show that one of the reference priors is also the second order probability matching prior (PMP …

Persistent link: https://www.econbiz.de/10010597143

On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

Chang, In; Mukerjee, Rahul - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 156-169

Persistent link: https://www.econbiz.de/10010539296

On interval and point estimators based on a penalization of the modified profile likelihood

Ventura, Laura; Racugno, Walter - In: Statistics & Probability Letters 82 (2012) 7, pp. 1285-1289

profile likelihood, which is based on a suitable matching prior, and we discuss the frequency properties of interval …

Persistent link: https://www.econbiz.de/10010571797

Probability matching priors: a review

Scricciolo, Catia - In: Statistical Methods and Applications 8 (1999) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10008497276

Noninformative priors for maximal invariant parameter in group models

Datta, G.; Ghosh, J. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10005613327