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

DOI10.1080/00949655.2014.947288MaRDI QIDQ5222260zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5133222 (Why is no real title available?)
• scientific article; zbMATH DE number 44710 (Why is no real title available?)
• Accurate Approximations for Posterior Moments and Marginal Densities
• Applied Asymptotics
• Asymptotics and the theory of inference
• Bayes Factors
• Bayesian evidence test for precise hypotheses
• Can a significance test be genuinely Bayesian?
• Data. A collection of problems from many fields for the student and research worker
• Elimination of nuisance parameters with reference priors
• Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
• Likelihood methods in statistics
• Marginal posterior simulation via higher-order tail area approximations
• Objective Bayesian higher-order asymptotics in models with nuisance parameters
• On the Bayesianity of Pereira-Stern tests
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters
• Stable and invariant adjusted directed likelihoods

Cited in

(5)

• Can Bayesian, confidence distribution and frequentist inference agree?
• 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

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