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September, 1989 A Robust Bayesian Interpretation of Likelihood Regions
Larry Alan Wasserman
Ann. Statist. 17(3): 1387-1393 (September, 1989). DOI: 10.1214/aos/1176347277

Abstract

Likelihood regions are shown to be robust in the sense that their posterior probability content is relatively insensitive to contaminations of the prior. This provides a Bayesian interpretation of regions that are commonly used by frequentists to construct confidence intervals and whose use are also advocated by the pure likelihood approach.

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Larry Alan Wasserman. "A Robust Bayesian Interpretation of Likelihood Regions." Ann. Statist. 17 (3) 1387 - 1393, September, 1989. https://doi.org/10.1214/aos/1176347277

Information

Published: September, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0681.62006
MathSciNet: MR1015159
Digital Object Identifier: 10.1214/aos/1176347277

Subjects:
Primary: 62A15
Secondary: 62F15

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 3 • September, 1989
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