کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152724 1489896 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors
چکیده انگلیسی

For the general multiparameter case, we consider the problem of ensuring frequentist validity of highest posterior density regions with margin of error o(n−1)o(n−1), where nn is the sample size. The role of data-dependent priors is investigated and it is seen that the resulting probability matching condition readily allows solutions, in contrast to what happens with data-free priors. Moreover, use of data-dependent priors is seen to be helpful even for models, such as mixture models, where closed form expressions for the expected information elements do not exist.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 23–24, 1–15 December 2010, Pages 1791–1797
نویسندگان
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