Last edited by Vuzragore
Tuesday, August 4, 2020 | History

1 edition of Probability Matching Priors: Higher Order Asymptotics found in the catalog.

Probability Matching Priors: Higher Order Asymptotics

by Gauri Sankar Datta

  • 207 Want to read
  • 30 Currently reading

Published by Springer New York in New York, NY .
Written in English

    Subjects:
  • Distribution (Probability theory),
  • Statistics,
  • Mathematical statistics,
  • Econometrics

  • Edition Notes

    Statementby Gauri Sankar Datta, Rahul Mukerjee
    SeriesLecture Notes in Statistics, 0930-0325 -- 178, Lecture notes in statistics (Springer-Verlag) -- 178.
    ContributionsMukerjee, Rahul
    Classifications
    LC ClassificationsQA276-280
    The Physical Object
    Format[electronic resource] /
    Pagination1 online resource (X, 127p.)
    Number of Pages127
    ID Numbers
    Open LibraryOL27082751M
    ISBN 10146122036X
    ISBN 109781461220367
    OCLC/WorldCa840278307

    Downloadable (with restrictions)! With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow approximate frequentist validity of such sets. The online home for the publications of the American Statistical Association. Impact Factor. Journal of the American Statistical Association. Search in: Submit an article. New content alerts RSS. Subscribe Probability Matching Priors: Higher Order Asymptotics. Judith Rousseau. Page: Published online: 01 Jan

    Downloadable (with restrictions)! A higher-order approximation to the marginal posterior distribution for a scalar parameter of interest in the presence of nuisance parameters is proposed. The approximation is obtained using a matching prior. The procedure improves the normal first-order approximation and has several advantages. It does not require the elicitation on the . Second part of the dissertation is focused on higher order asymptotics of Generalized Fiducial inference. It is a relevant inferential procedure in standard parametric inference where no prior information of unknown parameter is available in : Abhishek Pal Majumder.

    one entitled Higher Order Asymptotics and published as an IMS monograph and another entitled Bayesian Nonparametrics, co-authored by R. V. Ramamoorthi and published by Springer-Verlag, continue to hold respected positions for researchers in these areas. His recently published third book [34] is a fine graduate text on Bayesian inference. In Hong Chang and Rahul Mukerjee, Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods, Journal of Statistical Planning and Inference, , 9, (), ().Cited by:


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Probability Matching Priors: Higher Order Asymptotics by Gauri Sankar Datta Download PDF EPUB FB2

Probability Matching Priors: Higher Order Asymptotics (Lecture Notes in Statistics Book ) - Kindle edition by Datta, Gauri Sankar, Mukerjee, Rahul. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Probability Matching Priors: Higher Order Asymptotics (Lecture Notes in Statistics Book Manufacturer: Springer.

Request PDF | Probability Matching Priors: Higher Order Asymptotics | Introduction and the Shrinkage Argument.- Matching Priors for Posterior Quantiles.- Matching Priors for.

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. 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 by: Probability Matching Priors: Higher Order Asymptotics by Gauri Sankar Datta,available at Book Depository with free delivery worldwide.

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. Get this from a library.

Probability Matching Priors: Higher Order Asymptotics. [Gauri Sankar Datta; Rahul Mukerjee] -- 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. COVID Resources. Reliable information about the coronavirus (COVID) is available from the World Health Organization (current situation, international travel).Numerous and frequently-updated resource results are available from this ’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle.

Evidently, the solutions for these matching priors depend on the specification of the interest parameter. For instance, in Example concerning the Student’s t-model, it was seen that a unique second order matching prior exists when the location parameter θ 1 is of interest whereas no such prior is available when interest lies in the Author: Gauri Sankar Datta, Rahul Mukerjee.

First-order probability matching priors are priors for which Bayesian and frequentist inference, in the form of posterior quantiles, or confidence intervals, agree to a second order of approximation. Higher Order Asymptotics Volume 4 of NSF-CBMS regional conference series in probability and statistics Volume 4 of NSF-CBMS regional conference series in probability and statistics: Conference Board of the Mathematical Sciences, National Science Foundation: Author: J.

Ghosh: Edition: illustrated: Publisher: IMS, ISBN: 5/5(1). Probability Matching Priors: Higher Order Asymptotics Book Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest.

Probability Matching Priors: Higher Order Asymptotics Datta, G. S., Mukerjee, R. () Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest.

Discover Book Depository's huge selection of Gauri Sankar Datta books online. Free delivery worldwide on over 20 million titles. Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics.

The selection of topics in this textbook is designed to provide students with a conceptual foundation that will facilitate a 5/5(2). The theory of dispersion models straddles both statistics and probability, and involves an encyclopedic collection of tools, such as exponential families, asymptotic theory, stochastic processes, Tauber theory, infinite divisibility, and stable distributions.

Probability Matching Priors: Higher Order Asymptotics: Higher Order Asymptotics. Higher Order Asymptotics by Jayanta K.

Ghosh These lecture notes are concerned with Edgeworth expansions, higher order efficiency, expansion of posterior, probability matching priors and related topics. The lectures were originally presented at the NSF-CBMS Regional Conference held at Chapel Hill, North.

Probability Matching Priors: Higher Order Asymptotics. Gauri Sankar Datta and Rahul Mukerjee Judith Rousseau Constrained Statistical Inference: Inequality, Order, and.

Probability matching priors: higher order asymptotics / Gauri Sankar Datta, Rahul Mukerjee. PUBLISHER: New York: Springer-Verlag, c SERIES: Lecture notes in statistics ; CALL NUMBER: Wiley series in probability and statistics: CALL NUMBER: QA.

The Annals of Statist 9. Bayesian and frequentist Bartlett corrections for likelihood ratio and conditional likelihood ratio tests (, with J.K. Ghosh). Journal of the Royal Statistical Society, Series B 54, Conditional likelihood and power: Higher order asymptotics ().

"Probability Matching Priors: Higher Order Asymptotics" (, with G.S. Datta), Springer-Verlag. "A Modern Theory of Factorial Design" (, with C.F. Jeff Wu), Springer-Verlag. References External links.

Indian Institute of Management Calcutta – Faculty Information Citizenship: India.Higher order asymptotics itself, like all mathematical tools, is philosophically neutral, and can be effectively used by both Bayesians and frequentists.

The frequentist results here concentrate on optimality, but the theory can, in principle, be applied to parametric robustness studies also.App download Implementation through Twitter App Card.

This textbook for the B.E./ students of Electronics and Communication Engineering, Computer Science and Engineering, Biomedical Engineering and Information Technology, this book provides the fundamental concepts and applications of probability and random processes.