期刊
ANNALS OF STATISTICS
卷 41, 期 1, 页码 323-341出版社
INST MATHEMATICAL STATISTICS-IMS
DOI: 10.1214/13-AOS1083
关键词
Fiducial; group model; invariance; risk; frequentist inference
It is shown that the fiducial distribution in a group model, or more generally a quasigroup model, determines the optimal equivariant frequentist inference procedures. The proof does not rely on existence of invariant measures, and generalizes results corresponding to the choice of the right Haar measure as a Bayesian prior. Classical and more recent examples show that fiducial arguments can be used to give good candidates for exact or approximate confidence distributions. It is here suggested that the fiducial algorithm can be considered as an alternative to the Bayesian algorithm for the construction of good frequentist inference procedures more generally.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据