Search Results - subject:"asymptotic coverage"

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Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2020

of the true identi?ed set and the robust credible region has the correct frequentist asymptotic coverage for the true …

Persistent link: https://www.econbiz.de/10012621089

Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2020

of the true identi?ed set and the robust credible region has the correct frequentist asymptotic coverage for the true …

Persistent link: https://www.econbiz.de/10012202355

Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2018

credible region has the correct frequentist asymptotic coverage for the true identified set if it is convex. Otherwise, the …

Persistent link: https://www.econbiz.de/10011941542

Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2018 - This draft: October 2018

credible region has the correct frequentist asymptotic coverage for the true identified set if it is convex. Otherwise, the …

Persistent link: https://www.econbiz.de/10011924556

Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity

Kharrati-Kopaei, Mahmood; Malekzadeh, Ahad; … - In: Statistics & Probability Letters 83 (2013) 6, pp. 1547-1552

We present simultaneous fiducial generalized confidence intervals for the successive differences of the location parameters of several exponential distributions with unequal scale parameters, and show that they have correct coverage probability asymptotically. Our simulation results indicate...

Persistent link: https://www.econbiz.de/10011040020