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math.ST2016
Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
Piero Veronese, Eugenio Melilli
We propose a way to construct fiducial distributions for a multidimensional parameter using a step-by-step conditional procedure related to the inferential importance of the compon…
math.ST2016
Some Asymptotic Results for Fiducial and Confidence Distributions
Piero Veronese, Eugenio Melilli
Under standard regularity assumptions, we provide simple approximations for specific classes of fiducial and confidence distributions and discuss their connections with objective B…