Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters

DOI10.1080/00949655.2014.947288zbMATH Open1457.62015OpenAlexW2013676859MaRDI QIDQ5222260FDOQ5222260

Authors: Stefano Cabras, Walter Racugno, Laura Ventura 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11584/181110

Recommendations

• Bayesian evidence test for precise hypotheses
• Full Bayesian significance test applied to multivariate normal structure models
• Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
• Power of FBST: standard examples
• Can a significance test be genuinely Bayesian?

zbMATH Keywords

evidencematching priorstail area approximationHOTA algorithmhighest probability density setPereira and Stern procedureprofile and modified profile likelihood root

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Cites Work

• Applied Asymptotics
• Data. A collection of problems from many fields for the student and research worker
• Title not available (Why is that?)
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayes Factors
• Likelihood methods in statistics
• Can a significance test be genuinely Bayesian?
• Elimination of nuisance parameters with reference priors
• Asymptotics and the theory of inference
• Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
• On the Bayesianity of Pereira-Stern tests
• Title not available (Why is that?)
• Bayesian evidence test for precise hypotheses
• Stable and invariant adjusted directed likelihoods
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters
• Objective Bayesian higher-order asymptotics in models with nuisance parameters
• Marginal posterior simulation via higher-order tail area approximations

Cited In (5)

• Approximate Bayesian computation with modified log-likelihood ratios
• Bayesian evidence test for precise hypotheses
• The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
• Full Bayesian significance test applied to multivariate normal structure models
• Can Bayesian, confidence distribution and frequentist inference agree?

This page was built for publication: Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222260)