Data-dependent probability matching priors for empirical and related likelihoods

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dc.creatorMukerjee, Rahul
dc.date2008-05-21
dc.date.accessioned2026-07-07T12:19:07Z
dc.date.available2026-07-07T12:19:07Z
dc.descriptionWe consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring approximate frequentist validity of posterior quantiles. In particular, for the usual empirical likelihood, positive results are obtained. This is in contrast with what happens if only data-free priors are entertained.
dc.descriptionPublished in at http://dx.doi.org/10.1214/074921708000000057 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0805.3203
dc.identifierhttp://arxiv.org/abs/0805.3203
dc.identifierIMS Collections 2008, Vol. 3, 60-70
dc.identifierdoi:10.1214/074921708000000057
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212641
dc.subjectStatistics Theory
dc.subject62F25 (Primary)
dc.titleData-dependent probability matching priors for empirical and related likelihoods
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