Probability Matching Priors: Higher Order Asymptotics Paperback - 2004
by Gauri Sankar Datta; Rahul Mukerjee
First line
The study of priors ensuring, up to the desired order of asymptotics, the approximate frequentist validity of posterior credible sets has received significant attention in recent years and a considerable interest is still continuing in this field.
From the rear cover
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.
Details
- Title Probability Matching Priors: Higher Order Asymptotics
- Author Gauri Sankar Datta; Rahul Mukerjee
- Binding Paperback
- Edition Softcover reprin
- Pages 127
- Volumes 1
- Language ENG
- Publisher Springer
- Date 2004-01-08
- Illustrated Yes
- Features Bibliography, Illustrated, Index
- ISBN 9780387203294 / 038720329X
- Weight 0.55 lbs (0.25 kg)
- Dimensions 9 x 6.1 x 0.5 in (22.86 x 15.49 x 1.27 cm)
- Library of Congress subjects Bayesian statistical decision theory, Probabilities
- Library of Congress Catalog Number 2003066221
- Dewey Decimal Code 519.5
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