ISSN:
1572-9052
Keywords:
Highest posterior density
;
Jeffreys' prior
;
non-informative prior
;
parametric orthogonality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In a multiparameter set-up, this paper characterizes priors which ensure frequentist validity, up too(n −1), of confidence regions based on the highest posterior density. The role of Jeffreys' prior in this regard has also been investigated.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00775815
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