Objective Bayesian higher-order asymptotics in models with nuisance parameters

DOI10.1016/J.CSDA.2012.10.022MaRDI QIDQ2361225zbMATH OpenOpenAlexFDO

Authors N. Sartori, Walter Racugno, Laura Ventura

Publication date 30 June 2017

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://paduaresearch.cab.unipd.it/8789/1/2011_11_20110928110001.pdf

zbMATH Keywords

asymptotic expansiondirected and modified directed likelihoodmatching priormodified profile likelihoodtail area probability

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) General nonlinear regression (62J02)

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Cites work

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Cited in

(7)

• A note on approximate Bayesian credible sets based on modified loglikelihood ratios
• Approximate Bayesian computation with modified log-likelihood ratios
• Can Bayesian, confidence distribution and frequentist inference agree?
• Pseudo-Likelihoods for Bayesian Inference
• Bayesian Estimation in the Presence of Deterministic Nuisance Parameters—Part II: Estimation Methods
• Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters
• Marginal posterior simulation via higher-order tail area approximations

Describes a project that uses

Uses Software

• R
• hoa

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