Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case

作者：Chang In Hong; Mukerjee Rahul^*

来源：Statistics & Probability Letters, 2008, 78(16): 2793-2797.

DOI：10.1016/j.spl.2008.03.027

We consider a general class of empirical-type likelihoods for a vector-valued population mean. Members of the class that admit a matching prior, in a higher order asymptotic sense, for the posterior and frequentist cumulative distribution functions are characterized. The results are compared and contrasted with those on posterior quantiles in the scalar-valued case.

• 出版日期2008-11