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

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  • Rahul Mukerjee
  • Ling-Yau Chan

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  • 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
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    References listed on IDEAS

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    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.
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