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Intrinsic credible regions: An objective Bayesian approach to interval estimation

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  • José Bernardo

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  • José Bernardo, 2005. "Intrinsic credible regions: An objective Bayesian approach to interval estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 317-384, December.
    • Handle: RePEc:spr:testjl:v:14:y:2005:i:2:p:317-384
    DOI: 10.1007/BF02595408
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    References listed on IDEAS

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    1. Cano Sanchez, J.A. & Hernandez Bastida, A. & Moreno Bas, E., 1987. "A note on maximized likelihood sets," European Journal of Operational Research, Elsevier, vol. 32(2), pages 291-293, November.
    2. P. M. Robinson, 1991. "Consistent Nonparametric Entropy-Based Testing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 437-453.
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    Cited by:

    1. Wang, Min & Sun, Xiaoqian, 2012. "Bayesian inference for the correlation coefficient in two seemingly unrelated regressions," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2442-2453.
    2. M. J. Bayarri & G. García‐Donato, 2008. "Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 981-1003, November.
    3. Xacur, Oscar Alberto Quijano & Garrido, José, 2018. "Bayesian credibility for GLMs," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 180-189.
    4. Vassilis Aschonitis & Christos G. Karydas & Miltos Iatrou & Spiros Mourelatos & Irini Metaxa & Panagiotis Tziachris & George Iatrou, 2019. "An Integrated Approach to Assessing the Soil Quality and Nutritional Status of Large and Long-Term Cultivated Rice Agro-Ecosystems," Agriculture, MDPI, vol. 9(4), pages 1-25, April.
    5. Dal Ho Kim & Woo Dong Lee & Sang Gil Kang & Yongku Kim, 2019. "Objective Bayesian tests for Fieller–Creasy problem," Computational Statistics, Springer, vol. 34(3), pages 1159-1182, September.
    6. Cristiano Villa, 2017. "Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 95-118, March.

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