Probability matching property of adjusted likelihoods

DOI10.1016/j.spl.2005.10.015zbMath1089.62024OpenAlexW2024617382MaRDI QIDQ2493805

In Hong Chang, Rahul Mukerjee

Publication date: 16 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.10.015

zbMATH Keywords

factorizationJeffreys' priorposterior quantileparametric orthogonality

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Related Items (10)

Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics ⋮ Composite mixture of log-linear models with application to psychiatric studies ⋮ Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model ⋮ Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ On interval and point estimators based on a penalization of the modified profile likelihood ⋮ On the validity of the formal Edgeworth expansion for posterior densities ⋮ Default prior distributions from quasi- and quasi-profile likelihoods ⋮ An RKHS framework for functional data analysis ⋮ Higher-order Bayesian Approximations for Pseudo-posterior Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Probability matching priors: Higher order asymptotics
• On Expected Volumes of Multidimensional Confidence Sets Associated With the Usual and Adjusted Likelihoods
• Conditional likelihood and power: higher-order asymptotics
• On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
• Asymptotic Expansions Associated with Posterior Distributions

This page was built for publication: Probability matching property of adjusted likelihoods