Frequentist validity of highest posterior density regions in the multiparameter case
J. Ghosh and
Rahul Mukerjee
Annals of the Institute of Statistical Mathematics, 1993, vol. 45, issue 2, 293-302
Keywords: Highest posterior density; Jeffreys' prior; non-informative prior; parametric orthogonality (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:45:y:1993:i:2:p:293-302
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DOI: 10.1007/BF00775815
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