Showing papers by "Rahul Mukerjee published in 2015"
TL;DR: In this paper, the optimal design problem under second-order least squares estimation was studied under asymmetric error distribution and a general approximate theory was developed, taking cognizance of the nonlinearity of the underlying information matrix in the design measure.
19 citations
TL;DR: In this article, it was shown that the cumulative distribution function of any positive linear combination of independent chi-square variates is log-concave, even though the same may not be true for the corresponding density function.
9 citations
TL;DR: In this article, the authors explore predictive sets having frequentist as well as Bayesian validity for arbitrary priors in a higher-order asymptotic sense, and find that a connection with locally unbiased tests is useful for this purpose.
Abstract: With a view to predicting a scalar-valued future observation on the basis of past observations, we explore predictive sets having frequentist as well as Bayesian validity for arbitrary priors in a higher-order asymptotic sense. It is found that a connection with locally unbiased tests is useful for this purpose. Illustrative examples are given. Computation and simulation studies lend support to our asymptotic results in finite samples. The issue of expected lengths of our predictive sets is also discussed.