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Probability Matching Priors: Higher Order Asymptotics
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In this paper, the shrinkage argument was used to match the prior for distribution functions and for prediction in the case of posterior density regions, and for other credible regions for prediction.Abstract:
Introduction and the Shrinkage Argument.- Matching Priors for Posterior Quantiles.- Matching Priors for Distribution Functions.- Matching Priors for Highest Posterior Density Regions.- Matching Priors for Other Credible Regions.- Matching Priors for Prediction.read more
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The formal definition of reference priors
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Assessing Mediational Models: Testing and Interval Estimation for Indirect Effects
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