Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
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References listed on IDEAS
- Nicole A. Lazar, 2003. "Bayesian empirical likelihood," Biometrika, Biometrika Trust, vol. 90(2), pages 319-326, June.
- Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
- R. Mukerjee & N. Reid, 1999. "On confidence intervals associated with the usual and adjusted likelihoods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 945-953.
More about this item
KeywordsEdgeworth expansion; Higher order asymptotics; Posterior coverage; 62F15; 62F25;
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