References
- Bolstad, W. M., and J. M. Curran. 2016. Introduction to Bayesian statistics. New York: John Wiley & Sons.
- Chen, M. H., and Q. M. Shao. 1999. Monte Carlo estimation of Bayesian credible and HPD intervals. Journal of Computational and Graphical Statistics 8 (1):69–92.
- Chen, L. A., J. Y. Huang, and H. C. Chen. 2007. Parametric coverage interval. Metrologia 44 (2):L7.
- Chen, M. H., Q. M. Shao, and J. G. Ibrahim. 2012. Monte Carlo methods in Bayesian computation. Berlin: Springer Science & Business Media.
- Gelman, A., J. B. Carlin, H. S. Stern, D. B. Dunson, A. Vehtari, and D. B. Rubin. 2014. Bayesian data analysis. (Vol. 2). Boca Raton, FL: CRC press.
- Hyndman, R. J. 1995. Highest density forecast regions for nonlinear and non normal time series models. Journal of Forecasting 14 (5):431–41.
- Hyndman, R. J. 1996. Computing and graphing highest density regions. The American Statistician 50 (2):120–6.
- Turkkan, N., and T. Pham-Gia. 1993. Computation of the highest posterior density interval in Bayesian analysis. Journal of Statistical Computation and Simulation 44 (3–4):243–50.
- Yao, W., and B. G. Lindsay. 2009. Bayesian mixture labeling by highest posterior density. Journal of the American Statistical Association 104 (486):758–67.