On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

In Chang and Rahul Mukerjee ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 21, issue 1, 156-169

Keywords: Approximate characteristic function; Data-dependent prior; Edgeworth expansion; Higher-order asymptotics; Invariance; Nonlinearity; Probability matching prior; 62F15 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11749-011-0240-8

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