Home > fiducial inference, preprints > Confidence + coherence = fiducial shrinkage

Confidence + coherence = fiducial shrinkage

30 June 2012

D. R. Bickel, “A prior-free framework of coherent inference and its derivation of simple shrinkage estimators,” Working Paper, University of Ottawa, deposited in uO Research at http://hdl.handle.net/10393/23093 (2012). 2012 preprint

This paper proposes a new method of shrinking point and interval estimates on the basis of fiducial inference. Since problems with the interpretation of fiducial probability have prevented its widespread use, this manuscript first places fiducial inference within a general framework that has Bayesian and frequentist foundations.