Probability Matching Priors: Higher Order Asymptotics

Name: Probability Matching Priors: Higher Order Asymptotics
SKU: 5808332
Price: 138.99 AUD
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Paperback / softback

Series:

Lecture Notes in Statistics

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Description

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.

Release date Australia

January 8th, 2004

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Edition

Softcover reprint of the original 1st ed. 2004

Illustrations

2 Illustrations, black and white; X, 127 p. 2 illus.

Pages

127

Series

Lecture Notes in Statistics

Dimensions

156x234x7

ISBN-13

9780387203294

Product ID

5808332

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