Objective Bayesian higher-order asymptotics in models with nuisance parameters

DOI10.1016/j.csda.2012.10.022zbMath1365.62101OpenAlexW1999406285MaRDI QIDQ2361225

Walter Racugno, Nicola Sartori, 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 expansionmodified profile likelihoodmatching priordirected and modified directed 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)

Related Items (6)

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

Uses Software

• R
• hoa

Cites Work

• Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
• Probability matching priors: Higher order asymptotics
• Asymptotics and the theory of inference
• Strong matching of frequentist and Bayesian parametric inference
• Noninformative priors for maximal invariant parameter in group models
• Adjustments of the profile likelihood from a new perspective
• Recent advances on Bayesian inference for \(P(X < Y)\)
• On a formula for the distribution of the maximum likelihood estimator
• Modified signed log likelihood ratio
• Noninformative priors for one parameter of many
• Stable and invariant adjusted directed likelihoods
• Point estimation based on confidence intervals: exponential families
• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• Applied Asymptotics
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