IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v18y2009i2p271-282.html
   My bibliography  Save this article

Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

Author

Listed:
  • Rahul Mukerjee

    ()

  • Ling-Yau Chan

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Rahul Mukerjee & Ling-Yau Chan, 2009. "Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 271-282, August.
  • Handle: RePEc:spr:testjl:v:18:y:2009:i:2:p:271-282
    DOI: 10.1007/s11749-007-0076-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11749-007-0076-4
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nicole A. Lazar, 2003. "Bayesian empirical likelihood," Biometrika, Biometrika Trust, vol. 90(2), pages 319-326, June.
    2. Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
    3. 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.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Edgeworth expansion; Higher order asymptotics; Posterior coverage; 62F15; 62F25;

    JEL classification:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:18:y:2009:i:2:p:271-282. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.