References
- Datta , G. S. and Mukerjee , R. 2004 . Probability Matching Priors: Higher Order Asymptotics , Berlin : Springer-Verlag .
- Welch , B. L. and Peers , H. W. 1963 . On formulae for confidence points based on integrals of weighted likelihoods . J. R. Statist. Soc. B , 25 : 318 – 329 .
- Johnson , R. A. 1970 . Asymptotic expansions associated with posterior distributions . Ann. Math. Statist , 41 : 851 – 864 .
- Bhattacharya , R. N. and Ghosh , J. K. 1978 . On the validity of the formal Edgeworth expansion . Ann. Statist , 6 : 434 – 451 .
- Sweeting , T. J. 2005 . On the implementation of local probability matching priors for interest parameters . Biometrika , 92 : 47 – 57 .
- Wasserman , L. 2000 . Asymptotic inference for mixture models using data-dependent priors . J. R. Statist. Soc. B , 62 : 159 – 180 .
- Cox , D. R. and Reid , N. 1987 . Parameter orthogonality and approximate conditional inference . J. R. Statist. Soc. B , 49 : 1 – 39 . (with discussion)
- Tibshirani , R. J. 1989 . Noninformative priors for one parameter of many . Biometrika , 76 : 604 – 608 .
- Mukerjee , R. and Ghosh , M. 1997 . Second order probability matching priors . Biometrika , 84 : 970 – 975 .
- Berger , J. O. and Bernardo , J. M. 1989 . Estimating a product of means: Bayesian analysis with reference priors . J. Am. Statist. Assoc , 84 : 200 – 207 .