Admissible contour credible sets

Glen Meeden

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Some examples of inadmissible highest posterior density credible set procedures are given. It is suggested that posterior contour credible sets should be used instead. © R. Oldenbourg Verlag

Original languageEnglish (US)
Pages (from-to)1-10
Number of pages10
JournalStatistics and Risk Modeling
Volume8
Issue number1
DOIs
StatePublished - 1990

Keywords

  • admissibility
  • Bayesian inference
  • credible sets

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