Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case

DOI10.1016/0047-259X(91)90052-4zbMATH Open0728.62020MaRDI QIDQ805096FDOQ805096

Authors: Rahul Mukerjee, Jayanta K. Ghosh 

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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• scientific article; zbMATH DE number 597905

zbMATH Keywords

Jeffreys' priorlikelihood ratio statisticnoninformative priormultiparameter casecharacterization of priorsfrequentist Bartlett corrections

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
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• The convergence of Bhattacharyya bounds
• On the Variance of Estimates
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• Some characterizations based on the Bhattacharya matrix
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Cited In (14)

• On confidence intervals associated with quasi-likelihood
• Applications of Laplace’s method in Bayesian analysis and related topics
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Comparison of test statistics via expected lengths of associated confidence intervals
• Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
• Bayesian prediction with approximate frequentist validity.
• Frequentist validity of highest posterior density regions in the multiparameter case
• Higher order semiparametric frequentist inference with the profile sampler
• Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
• The Behrens-Fisher problem revisited: a Bayes-frequentist synthesis
• Nonsubjective priors via predictive relative entropy regret
• Objective Bayesian inference with proper scoring rules
• A proof of independent Bartlett correctability of nested likelihood ratio tests
• Bayesian analysis of series system with dependent causes of failure

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