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Probability Matching Priors: Higher Order Asymptotics

  • Gauri Sankar Datta
  • Rahul Mukerjee

Part of the Lecture Notes in Statistics book series (LNS, volume 178)

Table of contents

  1. Front Matter
    Pages I-X
  2. Gauri Sankar Datta, Rahul Mukerjee
    Pages 1-8
  3. Gauri Sankar Datta, Rahul Mukerjee
    Pages 9-52
  4. Gauri Sankar Datta, Rahul Mukerjee
    Pages 53-63
  5. Gauri Sankar Datta, Rahul Mukerjee
    Pages 65-78
  6. Gauri Sankar Datta, Rahul Mukerjee
    Pages 79-98
  7. Gauri Sankar Datta, Rahul Mukerjee
    Pages 99-115
  8. Back Matter
    Pages 117-131

About this book

Introduction

Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest. They can form the basis of an objective Bayesian analysis. In addition, they provide a route for obtaining accurate frequentist confidence sets, which are meaningful also to a Bayesian. This monograph presents, for the first time in book form, an up-to-date and comprehensive account of probability matching priors addressing the problems of both estimation and prediction. Apart from being useful to researchers, it can be the core of a one-semester graduate course in Bayesian asymptotics.

Gauri Sankar Datta is a professor of statistics at the University of Georgia. He has published extensively in the fields of Bayesian analysis, likelihood inference, survey sampling, and multivariate analysis.

Rahul Mukerjee is a professor of statistics at the Indian Institute of Management Calcutta. He co-authored three other research monographs, including A Calculus for Factorial Arrangements in this series. A fellow of the Institute of Mathematical Statistics, Dr. Mukerjee is on the editorial boards of several international journals.

 

 

Keywords

Likelihood Variance mathematical statistics sets statistics

Authors and affiliations

  • Gauri Sankar Datta
    • 1
  • Rahul Mukerjee
    • 2
  1. 1.Department of StatisticsUniversity of GeorgiaAthensUSA
  2. 2.Indian Institute of ManagementCalcuttaIndia

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2036-7
  • Copyright Information Springer-Verlag New York 2004
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-20329-4
  • Online ISBN 978-1-4612-2036-7
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site