Matching Priors for Other Credible Regions

  • Gauri Sankar Datta
  • Rahul Mukerjee
Part of the Lecture Notes in Statistics book series (LNS, volume 178)

Abstract

In this chapter, we focus on posterior credible regions obtained by the inversion of certain commonly used statistics. Priors ensuring approximate frequentist validity of such regions are characterized. This is done with margin of error o(n-1), where n is the sample size. The results, when combined with those of the previous chapter, can help in narrowing down the choice of matching priors especially when the interest parameter is multidimensional.

Keywords

Covariance Shrinkage Dition 

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Copyright information

© Springer-Verlag New York, Inc. 2004

Authors and Affiliations

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

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