کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150248 | 957919 | 2010 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We consider a very general class of empirical-type likelihoods which includes the usual empirical likelihood and all its major variants proposed in the literature. It is known that none of these likelihoods admits a data-free probability matching prior for the highest posterior density region. We develop necessary higher order asymptotics to show that at least for the usual empirical likelihood this difficulty can be resolved if data-dependent priors are entertained. A related problem concerning the equal-tailed two-sided posterior credible region is also investigated. A simulation study is seen to lend support to the theoretical results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 9, September 2010, Pages 2589–2595
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 9, September 2010, Pages 2589–2595
نویسندگان
In Hong Chang, Rahul Mukerjee,