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A note on Bayesian credible sets in restricted parameter space problems and lower bounds for frequentist coverage
Bayesian methods Credible sets Frequentist coverage probability Lower bound Restricted Parameter Spending function
2012/9/17
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman(2006), we provide “through” a unified approach a class of Bayesian confidence intervals with credibility...
Invariant HPD credible sets and MAP estimators
Bayesian statistics HPD MAP Jereys measure nuisance parameters reference prior
2009/9/22
MAP estimators and HPD credible sets are often criticized in the
literature because of paradoxical behaviour due to a lack of invariance under
reparametrization. In this paper, we propose a new vers...