Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood

DOI10.1214/07-STS240zbMath1246.62027arXiv0801.3751MaRDI QIDQ449760

Augustine C. M. Wong, Mylène Bédard, Donald A. S. Fraser

Publication date: 1 September 2012

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3751

zbMATH Keywords

likelihoodasymptotics\(p\)-valueMetropolis-Hastings algorithmhigher orderthird orderBayesian posterior s-valuecanonical parameterdefault priormaximum likelihood departureregression example

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical analysis or methods applied to Markov chains (65C40)

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Confidence regions for comparison of two normal samples, On default priors and approximate location models, Is Bayes posterior just quick and dirty confidence?, Objective Bayes models for compatibility assessment and bias estimation, Higher order accurate procedures to compare two normal populations

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