D. Kim

Kyungpook National University, Daikyū, Daegu, South Korea

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Publications (1)0.6 Total impact

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    ABSTRACT: The paper develops some objective priors for correlation coefficient of the bivariate normal distribution. The criterion used is the asymptotic matching of coverage probabilities of Bayesian credible intervals with the corresponding frequentist coverage probabilities. The paper uses various matching criteria, namely, quantile matching, highest posterior density matching, and matching via inversion of test statistics. Each matching criterion leads to a different prior for the parameter of interest. We evaluate their performance by comparing credible intervals through simulation studies. In addition, inference through several likelihood-based methods have been discussed.
    Journal of Statistical Planning and Inference 06/2010; 140(6):1410-1416. DOI:10.1016/j.jspi.2009.11.013 · 0.60 Impact Factor

Publication Stats

1 Citation
0.60 Total Impact Points


  • 2010
    • Kyungpook National University
      • Department of Statistics
      Daikyū, Daegu, South Korea