18 citations · 29 across the 2 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2008★ 11 cited
On predictive probability matching priors
Trevor J. Sweeting
We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist cal…
math.ST2006★ 18 cited
Nonsubjective priors via predictive relative entropy regret
Trevor J. Sweeting, Gauri S. Datta, Malay Ghosh
We explore the construction of nonsubjective prior distributions in Bayesian statistics via a posterior predictive relative entropy regret criterion. We carry out a minimax analysi…