Probability Matching Priors: Higher Order Asymptotics

Name: Probability Matching Priors: Higher Order Asymptotics
Brand: Springer-Verlag New York Inc.
SKU: 9780387203294
Price: 209.91 PLN
Availability: InStock

Autor: Gauri S. Datta, Rahul Mukerjee

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag New York Inc.

Dostępność: Dostępna u dostawcy

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This is the first book on the topic of probability matching priors. It targets researchers, Bayesian...

Informacje o książce

Autor

Gauri S. Datta, Rahul Mukerjee

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2004

strony

127

EAN

9780387203294

ISBN

038720329X

Enbook ID

06793725

Wydawca

Springer-Verlag New York Inc.

Waga

240

Wymiary

155 x 235 x 9

Pełny opis

This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics. 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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