Titlebook: Probability Matching Priors: Higher Order Asymptotics; Gauri Sankar Datta,Rahul Mukerjee Book 2004 Springer-Verlag New York, Inc. 2004 Lik

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Gauri Sankar Datta,Rahul Mukerjeeos. We conclude that the simple factorisation arising from the approximation used for the DCF is not enough to account for such a complex behaviour. The possibility of a coupling with translational degrees of freedom is not ruled out as an explanation for the change of order of the transition, becau

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0930-0325 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 journa978-0-387-20329-4978-1-4612-2036-7Series ISSN 0930-0325 Series E-ISSN 2197-7186

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Probability Matching Priors: Higher Order Asymptotics

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Matching Priors for Distribution Functions,eter or parametric function of interest, this issue is addressed in Section 3.2. The results in this section lead to the satisfying conclusion that first order matching priors for quantiles remain so when the analysis is based on a comparison of the posterior and frequentist c.d.f.’s.

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0930-0325 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

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