2015
A Small-Sample Choice of the Tuning Parameter in Ridge Regression.
Boonstra P, Mukherjee B, Taylor J. A Small-Sample Choice of the Tuning Parameter in Ridge Regression. Statistica Sinica 2015, 25: 1185-1206. PMID: 26985140, PMCID: PMC4790465, DOI: 10.5705/ss.2013.284.Peer-Reviewed Original Research
2010
Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
Ghosh M, Mukherjee B, Santra U, Kim D. Bayesian and likelihood-based inference for the bivariate normal correlation coefficient. Journal Of Statistical Planning And Inference 2010, 140: 1410-1416. DOI: 10.1016/j.jspi.2009.11.013.Peer-Reviewed Original ResearchAsymptotic matching of coverage probabilities of Bayesian credible intervalsCoverage probabilities of Bayesian credible intervalsHighest posterior density matchingInversion of test statisticsCredible intervalsLikelihood-based inferenceBayesian credible intervalsBivariate normal distributionLikelihood-based methodsTest statisticsNormal distributionQuantile matchingSimulation studyAsymptotic matchingDensity matchingInferencePriorsIntervalMatching criterionCoefficientProbability