Probability Matching Priors: Higher Order Asymptotics

Name: Probability Matching Priors: Higher Order Asymptotics
Brand: Springer-Verlag New York Inc.
SKU: 9780387203294
Price: 18794 HUF
Availability: InStock

Szerző: Gauri S. Datta, Rahul Mukerjee

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

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

Információk a könyvről

Szerző

Gauri S. Datta, Rahul Mukerjee

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2004

oldal

127

EAN

9780387203294

ISBN

038720329X

Enbook ID

06793725

Kiadó

Springer-Verlag New York Inc.

Súly

240

Méretek

155 x 235 x 9

Teljes leírás

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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Probability Matching Priors: Higher Order Asymptotics

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