Chang, In Hong; Mukerjee, Rahul Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors. (English) Zbl 1382.62009 Statistics 49, No. 5, 1095-1103 (2015). MSC: 62F25 62F15 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Statistics 49, No. 5, 1095--1103 (2015; Zbl 1382.62009) Full Text: DOI
Pathmanathan, Dharini; Mukerjee, Rahul; Ong, S. H. Two-sided Bayesian and frequentist tolerance intervals: general asymptotic results with applications. (English) Zbl 1367.62074 Statistics 48, No. 3, 524-538 (2014). MSC: 62F25 62F12 62F15 62P30 PDFBibTeX XMLCite \textit{D. Pathmanathan} et al., Statistics 48, No. 3, 524--538 (2014; Zbl 1367.62074) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics. (English) Zbl 1440.62094 Statistics 47, No. 2, 294-305 (2013). MSC: 62F15 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Statistics 47, No. 2, 294--305 (2013; Zbl 1440.62094) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods. (English) Zbl 1259.62009 Test 21, No. 1, 156-169 (2012). MSC: 62F15 62F10 62G05 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Test 21, No. 1, 156--169 (2012; Zbl 1259.62009) Full Text: DOI
Ong, S. H.; Mukerjee, Rahul Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models. (English) Zbl 1228.62033 Statistics 45, No. 4, 403-411 (2011). MSC: 62F15 62F25 60E10 PDFBibTeX XMLCite \textit{S. H. Ong} and \textit{R. Mukerjee}, Statistics 45, No. 4, 403--411 (2011; Zbl 1228.62033) Full Text: DOI
Ong, S. H.; Mukerjee, Rahul Data-dependent probability matching priors of the second order. (English) Zbl 1291.62070 Statistics 44, No. 3, 291-302 (2010). MSC: 62F15 PDFBibTeX XMLCite \textit{S. H. Ong} and \textit{R. Mukerjee}, Statistics 44, No. 3, 291--302 (2010; Zbl 1291.62070) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors. (English) Zbl 1202.62039 Stat. Probab. Lett. 80, No. 23-24, 1791-1797 (2010). MSC: 62F15 62E15 65C60 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Stat. Probab. Lett. 80, No. 23--24, 1791--1797 (2010; Zbl 1202.62039) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods. (English) Zbl 1188.62162 J. Stat. Plann. Inference 140, No. 9, 2589-2595 (2010). MSC: 62G15 62G20 62F15 62F25 62G05 65C60 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, J. Stat. Plann. Inference 140, No. 9, 2589--2595 (2010; Zbl 1188.62162) Full Text: DOI
Chang, In Hong; Kim, Byung Hwee; Mukerjee, Rahul Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter. (English) Zbl 1291.62074 Statistics 43, No. 2, 203-211 (2009). MSC: 62F25 62F15 PDFBibTeX XMLCite \textit{I. H. Chang} et al., Statistics 43, No. 2, 203--211 (2009; Zbl 1291.62074) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Bayesian and frequentist confidence intervals arising from empirical-type likelihoods. (English) Zbl 1437.62410 Biometrika 95, No. 1, 139-147 (2008). MSC: 62P10 62E20 62F15 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Biometrika 95, No. 1, 139--147 (2008; Zbl 1437.62410) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case. (English) Zbl 1154.62324 Stat. Probab. Lett. 78, No. 16, 2793-2797 (2008). MSC: 62G05 62F15 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Stat. Probab. Lett. 78, No. 16, 2793--2797 (2008; Zbl 1154.62324) Full Text: DOI
Fang, Kai-Tai; Mukerjee, Rahul Empirical-type likelihoods allowing posterior credible sets with frequentist validity: higher-order asymptotics. (English) Zbl 1109.62022 Biometrika 93, No. 3, 723-733 (2006). MSC: 62F15 62F12 62G05 62G20 PDFBibTeX XMLCite \textit{K.-T. Fang} and \textit{R. Mukerjee}, Biometrika 93, No. 3, 723--733 (2006; Zbl 1109.62022) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Probability matching property of adjusted likelihoods. (English) Zbl 1089.62024 Stat. Probab. Lett. 76, No. 8, 838-842 (2006). MSC: 62F15 62F10 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Stat. Probab. Lett. 76, No. 8, 838--842 (2006; Zbl 1089.62024) Full Text: DOI
Chang, In Hong; Mukerjee, Rahul Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors. (English) Zbl 1070.62014 Stat. Probab. Lett. 67, No. 1, 65-71 (2004). MSC: 62F15 62C15 PDFBibTeX XMLCite \textit{I. H. Chang} and \textit{R. Mukerjee}, Stat. Probab. Lett. 67, No. 1, 65--71 (2004; Zbl 1070.62014) Full Text: DOI
Datta, Gauri Sankar; Mukerjee, Rahul Probability matching priors: Higher order asymptotics. (English) Zbl 1044.62031 Lecture Notes in Statistics 178. New York, NY: Springer (ISBN 0-387-20329-X/pbk). x, 127 p. (2004). Reviewer: Wolfgang zu Castell (Neuherberg) MSC: 62F15 62-02 62F12 62F25 PDFBibTeX XMLCite \textit{G. S. Datta} and \textit{R. Mukerjee}, Probability matching priors: Higher order asymptotics. New York, NY: Springer (2004; Zbl 1044.62031)
Datta, Gauri Sankar; Mukerjee, Rahul Probability matching priors for predicting a dependent variable with application to regression models. (English) Zbl 1050.62029 Ann. Inst. Stat. Math. 55, No. 1, 1-6 (2003). MSC: 62F15 62J02 62F10 PDFBibTeX XMLCite \textit{G. S. Datta} and \textit{R. Mukerjee}, Ann. Inst. Stat. Math. 55, No. 1, 1--6 (2003; Zbl 1050.62029)
Wei, Gang; Mukerjee, Rahul Predictive densities: General asymptotic results and admissibility. (English) Zbl 1034.62025 Stat. Sin. 13, No. 4, 1165-1178 (2003). MSC: 62F15 62C15 PDFBibTeX XMLCite \textit{G. Wei} and \textit{R. Mukerjee}, Stat. Sin. 13, No. 4, 1165--1178 (2003; Zbl 1034.62025)
Chang, In Hong; Kim, Byung Hwee; Mukerjee, Rahul Probability matching priors for predicting unobservable random effects with application to ANOVA models. (English) Zbl 1116.62327 Stat. Probab. Lett. 62, No. 3, 223-228 (2003). MSC: 62F15 62J10 PDFBibTeX XMLCite \textit{I. H. Chang} et al., Stat. Probab. Lett. 62, No. 3, 223--228 (2003; Zbl 1116.62327) Full Text: DOI
Severini, Thomas A.; Mukerjee, Rahul; Ghosh, Malay On an exact probability matching property of right-invariant priors. (English) Zbl 1034.62022 Biometrika 89, No. 4, 952-957 (2002). MSC: 62F15 28C10 62C10 62M20 62H99 PDFBibTeX XMLCite \textit{T. A. Severini} et al., Biometrika 89, No. 4, 952--957 (2002; Zbl 1034.62022) Full Text: DOI
Mukerjee, Rahul; Reid, N. Second-order probability matching priors for a parametric function with application to Bayesian tolerance limits. (English) Zbl 0984.62019 Biometrika 88, No. 2, 587-592 (2001). MSC: 62F15 62F25 PDFBibTeX XMLCite \textit{R. Mukerjee} and \textit{N. Reid}, Biometrika 88, No. 2, 587--592 (2001; Zbl 0984.62019) Full Text: DOI
Datta, Gauri Sankar; Mukerjee, Rahul; Ghosh, Malay; Sweeting, Trevor J. Bayesian prediction with approximate frequentist validity. (English) Zbl 1105.62312 Ann. Stat. 28, No. 5, 1414-1426 (2000). MSC: 62F15 62C10 PDFBibTeX XMLCite \textit{G. S. Datta} et al., Ann. Stat. 28, No. 5, 1414--1426 (2000; Zbl 1105.62312) Full Text: DOI
Mukerjee, Rahul; Reid, Nancy On the Bayesian approach for frequentist computations. (English) Zbl 0983.62014 Braz. J. Probab. Stat. 14, No. 2, 159-166 (2000). MSC: 62F15 65C60 PDFBibTeX XMLCite \textit{R. Mukerjee} and \textit{N. Reid}, Braz. J. Probab. Stat. 14, No. 2, 159--166 (2000; Zbl 0983.62014)
Datta, Gauri Sankar; Ghosh, Malay; Mukerjee, Rahul Some new results on probability matching priors. (English) Zbl 0986.62017 Calcutta Stat. Assoc. Bull. 50, No. 199-200, 179-192 (2000). MSC: 62F15 62F25 62E20 PDFBibTeX XMLCite \textit{G. S. Datta} et al., Calcutta Stat. Assoc. Bull. 50, No. 199--200, 179--192 (2000; Zbl 0986.62017) Full Text: DOI
Ghosh, J. K.; Mukerjee, Rahul On perturbed ellipsoidal and highest posterior density regions with approximate frequentist validity. (English) Zbl 0827.62028 J. R. Stat. Soc., Ser. B 57, No. 4, 761-769 (1995). MSC: 62F15 PDFBibTeX XMLCite \textit{J. K. Ghosh} and \textit{R. Mukerjee}, J. R. Stat. Soc., Ser. B 57, No. 4, 761--769 (1995; Zbl 0827.62028)
Ghosh, Jayanta K.; Mukerjee, Rahul Frequentist validity of highest posterior density regions in the presence of nuisance parameters. (English) Zbl 0820.62026 Stat. Decis. 13, No. 2, 131-139 (1995). MSC: 62F15 62F25 PDFBibTeX XMLCite \textit{J. K. Ghosh} and \textit{R. Mukerjee}, Stat. Decis. 13, No. 2, 131--139 (1995; Zbl 0820.62026)
Ghosh, Jayanta K.; Mukerjee, Rahul Higher order comparison of tests: A Bayesian route. (English) Zbl 0850.62290 Mukherjee, S. P. (ed.) et al., Essays on probability and statistics. Festschrift in honour of Professor Anil Kumar Bhattacharyya. Calcutta: Presidency College, Dept. of Statistics, 92-101 (1994). MSC: 62F15 62F05 PDFBibTeX XMLCite \textit{J. K. Ghosh} and \textit{R. Mukerjee}, in: Essays on probability and statistics. Festschrift in honour of Professor Anil Kumar Bhattacharyya. Calcutta: Presidency College, Dept. of Statistics. 92--101 (1994; Zbl 0850.62290)
Mukerjee, Rahul; Dey, Dipak K. Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics. (English) Zbl 0788.62025 Biometrika 80, No. 3, 499-505 (1993). MSC: 62F15 PDFBibTeX XMLCite \textit{R. Mukerjee} and \textit{D. K. Dey}, Biometrika 80, No. 3, 499--505 (1993; Zbl 0788.62025) Full Text: DOI
Ghosh, J. K.; Mukerjee, Rahul Frequentist validity of highest posterior density regions in the multiparameter case. (English) Zbl 0778.62024 Ann. Inst. Stat. Math. 45, No. 2, 293-302 (1993). MSC: 62F15 62F25 PDFBibTeX XMLCite \textit{J. K. Ghosh} and \textit{R. Mukerjee}, Ann. Inst. Stat. Math. 45, No. 2, 293--302 (1993; Zbl 0778.62024) Full Text: DOI
Ghosh, J. K.; Mukerjee, Rahul Bayesian and frequentist Bartlett corrections for likelihood ratio and conditional likelihood ratio tests. (English) Zbl 0775.62072 J. R. Stat. Soc., Ser. B 54, No. 3, 867-875 (1992). MSC: 62F15 62F99 62E99 PDFBibTeX XMLCite \textit{J. K. Ghosh} and \textit{R. Mukerjee}, J. R. Stat. Soc., Ser. B 54, No. 3, 867--875 (1992; Zbl 0775.62072)