(Received June 1, 1991; revised November 16, 1991)
Abstract. In a multiparameter set-up, this paper characterizes priors which ensure frequentist validity, up to o(n-1), of confidence regions based on the highest posterior density. The role of Jeffreys' prior in this regard has also been investigated.
Key words and phrases: Highest posterior density, Jeffreys' prior, non-informative prior, parametric orthogonality.
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