FREQUENTIST VALIDITY OF HIGHEST POSTERIOR DENSITY REGIONS IN THE MULTIPARAMETER CASE

Authors
GHOSH JK MUKERJEE R
Citation
Jk. Ghosh et R. Mukerjee, FREQUENTIST VALIDITY OF HIGHEST POSTERIOR DENSITY REGIONS IN THE MULTIPARAMETER CASE, Annals of the Institute of Statistical Mathematics, 45(2), 1993, pp. 293-302
Citations number
16
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
45
Issue
2
Year of publication
1993
Pages
293 - 302
Database
ISI
SICI code
0020-3157(1993)45:2<293:FVOHPD>2.0.ZU;2-K
Abstract
In a multiparameter set-up, this paper characterizes priors which ensu re frequentist validity, up to o(n-1), of confidence regions based on the highest posterior density. The role of Jeffreys' prior in this reg ard has also been investigated.