Implementing matching priors for frequentist inference

DOI10.1093/BIOMET/90.1.127MaRDI QIDQ4455396zbMATH OpenOpenAlexFDO

Authors Richard A. Levine, George Casella

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/17fc37459e8e932c5d27c4e5c2aab1a355b5101d

zbMATH Keywords

Metropolis-Hastings algorithmnuisance parameterconfidence setposterior probabilityteratogenesis

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• A practical procedure to find matching priors for frequentist inference
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters
• Elimination of nuisance parameters with reference priors
• Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics
• Strong matching of frequentist and Bayesian parametric inference

Cited in

(3)

• A practical procedure to find matching priors for frequentist inference
• Strong matching of frequentist and Bayesian parametric inference
• On probability matching priors

This page was built for publication: Implementing matching priors for frequentist inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455396)