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

likelihood; asymptotics; \(p\)-value; Metropolis-Hastings algorithm; higher order; third order; Bayesian posterior s-value; canonical parameter; default prior; maximum likelihood departure; regression example

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C40: Numerical analysis or methods applied to Markov chains

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