Probability Matching Priors: Higher Order Asymptotics: 178 (Lecture Notes in Statistics, 178) - Tapa blanda

Datta, Gauri Sankar

 
9780387203294: Probability Matching Priors: Higher Order Asymptotics: 178 (Lecture Notes in Statistics, 178)
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ISBN 10: 038720329X ISBN 13: 9780387203294
Editorial: Springer, 2004

Sinopsis

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.    

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De la contraportada

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.

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Editorial
Springer
Año de publicación
2004
Idioma
Inglés
ISBN 10 
038720329X
ISBN 13 
9780387203294
Encuadernación
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Número de páginas
144
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9781461220374: Probability Matching Priors: Higher Order Asymptotics

Edición Destacada

ISBN 10:  1461220378 ISBN 13:  9781461220374
Editorial: Springer, 2011
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