IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v83y2002i1p1-21.html
   My bibliography  Save this article

Asymptotic Properties of HPD Regions in the Discrete Case

Author

Listed:
  • Rousseau, Judith

Abstract

This paper obtains asymptotic expansions of the frequentist distributions of modified likelihood ratio statistics when the observations are discrete. An upper bound of the uncertainty due to the discrete nature of the observations is obtained, which is slightly larger than Yarnold's result (obtained in the case of elliptic confidence regions). Higher order results are also derived from continuity corrections. They are instrumental in the determination of matching priors for HPD regions to the orders o(n-1) and O(n-3/2).

Suggested Citation

  • Rousseau, Judith, 2002. "Asymptotic Properties of HPD Regions in the Discrete Case," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 1-21, October.
    • Handle: RePEc:eee:jmvana:v:83:y:2002:i:1:p:1-21
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(01)92037-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    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. Judith Rousseau, 2000. "Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 28-42, March.
    2. J. Ghosh & Rahul Mukerjee, 1993. "Corrections to “Frequentist validity of highest posterior density regions in the multiparameter case”," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 602-602, September.
    3. J. Ghosh & Rahul Mukerjee, 1993. "Frequentist validity of highest posterior density regions in the multiparameter case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 293-302, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chang, In Hong & Mukerjee, Rahul, 2010. "Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1791-1797, December.
    2. Chang, In Hong & Kim, Byung Hwee & Mukerjee, Rahul, 2003. "Probability matching priors for predicting unobservable random effects with application to ANOVA models," Statistics & Probability Letters, Elsevier, vol. 62(3), pages 223-228, April.
    3. Emanuela Ciapanna & Marco Taboga, 2019. "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, vol. 7(3), pages 1-32, June.
    4. Chang, In Hong & Mukerjee, Rahul, 2004. "Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors," Statistics & Probability Letters, Elsevier, vol. 67(1), pages 65-71, March.
    5. Alan Agresti & Yongyi Min, 2005. "Frequentist Performance of Bayesian Confidence Intervals for Comparing Proportions in 2 × 2 Contingency Tables," Biometrics, The International Biometric Society, vol. 61(2), pages 515-523, June.
    6. Yang Liu & Ji Seung Yang, 2018. "Bootstrap-Calibrated Interval Estimates for Latent Variable Scores in Item Response Theory," Psychometrika, Springer;The Psychometric Society, vol. 83(2), pages 333-354, June.
    7. Judith Rousseau, 2000. "Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 28-42, March.

    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:eee:jmvana:v:83:y:2002:i:1:p:1-21. See general information about how to correct material in RePEc.

    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 bibliographic 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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.