Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics

DOI10.1080/02331888.2011.587880MaRDI QIDQ5299478zbMATH OpenOpenAlexFDO

Authors In Hong Chang, Rahul Mukerjee

Publication date 25 June 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2011.587880

zbMATH Keywords

observed informationexpected informationshrinkage argumenthighest posterior density regionposterior characteristic function

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
• Data-dependent probability matching priors of the second order
• Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors
• Probability matching property of adjusted likelihoods
• Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

Cites work

• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Asymptotic Expansions Associated with Posterior Distributions
• Data-dependent probability matching priors of the second order
• Frequentist validity of highest posterior density regions in the multiparameter case
• Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors
• Probability matching property of adjusted likelihoods

Cited in

(8)

• Data-dependent probability matching priors of the second order
• A matching prior for the product of normal means based on the modified profile likelihood
• Implementing matching priors for frequentist inference
• Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors
• Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
• Probability matching property of adjusted likelihoods
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics

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