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

DOI10.1016/0047-259X(91)90052-4zbMath0728.62020MaRDI QIDQ805096

Rahul Mukerjee, Jayanta K. Ghosh

Publication date: 1991

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

zbMATH Keywords

likelihood ratio statistic; Jeffreys' prior; noninformative prior; multiparameter case; characterization of priors; frequentist Bartlett corrections

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62A01: Foundations and philosophical topics in statistics

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Comparison of test statistics via expected lengths of associated confidence intervals, Frequentist validity of highest posterior density regions in the multiparameter case, Higher order semiparametric frequentist inference with the profile sampler, A proof of independent Bartlett correctability of nested likelihood ratio tests, On confidence intervals associated with quasi-likelihood, Bayesian prediction with approximate frequentist validity., Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model, Nonsubjective priors via predictive relative entropy regret, The behrens-fisher problem revisited: A bayes-frequentist synthesis

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