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

DOI10.1080/02331888.2011.587880zbMath1440.62094OpenAlexW1965885571MaRDI QIDQ5299478

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

expected informationobserved informationshrinkage argumenthighest posterior density regionposterior characteristic function

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

Gradient statistic: higher-order asymptotics and Bartlett-type correction

Cites Work

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

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