Search Results - subject:"frequentist coverage"

Identification and inference under narrative restrictions

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2023

Persistent link: https://www.econbiz.de/10015066097

On the discrepancy between Bayes credibility and frequentist probability of coverage

Bahamyirou, Asma; Marchand, Éric - In: Statistics & Probability Letters 97 (2015) C, pp. 63-68

credibility of Bayes credible regions and frequentist coverage. Analogously, frequentist confidence intervals are shown to have …

Persistent link: https://www.econbiz.de/10011189366

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

In this paper, objective Bayesian analysis of Pareto distributions under progressive Type-II censoring is considered. Three types of noninformative priors (Jeffreys prior, two reference priors and two general forms of second order probability matching prior) are given. We show that one of the...

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

Noninformative priors for the normal variance ratio

Kim, D.; Kang, S.; Lee, W. - In: Statistical Papers 50 (2009) 2, pp. 393-402

Persistent link: https://www.econbiz.de/10005167187

Noninformative priors for linear combinations of the normal means

Kim, Dal; Kang, Sang; Lee, Woo - In: Statistical Papers 47 (2006) 2, pp. 249-262

Persistent link: https://www.econbiz.de/10008486793

Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors

Rousseau, Judith - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 28-42

Persistent link: https://www.econbiz.de/10005395842

A note on the confidence properties of reference priors for the calibration model

Philippe, Anne; Robert, Christian - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 1, pp. 147-160

Persistent link: https://www.econbiz.de/10005166818

Selection of the reference priors for a balanced random effects model

Ye, K. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10005613311