ON PERTURBED ELLIPSOIDAL AND HIGHEST POSTERIOR DENSITY REGIONS WITH APPROXIMATE FREQUENTIST VALIDITY

Authors
GHOSH JK MUKERJEE R
Citation
Jk. Ghosh et R. Mukerjee, ON PERTURBED ELLIPSOIDAL AND HIGHEST POSTERIOR DENSITY REGIONS WITH APPROXIMATE FREQUENTIST VALIDITY, Journal of the Royal Statistical Society. Series B: Methodological, 57(4), 1995, pp. 761-769
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
57
Issue
4
Year of publication
1995
Pages
761 - 769
Database
ISI
SICI code
1369-7412(1995)57:4<761:OPEAHP>2.0.ZU;2-N
Abstract
This paper considers, in the multiparameter case, perturbed ellipsoida l and highest posterior density regions with both Bayesian and frequen tist validity up to o(n(-1)).