Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
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Publication:1869106
DOI10.1016/S0378-3758(02)00328-2zbMath1033.62023MaRDI QIDQ1869106
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
likelihood ratio statisticsFisher information matrixhighest posterior densityquantile matching priors
Related Items (2)
Objective Bayesian hypothesis testing and estimation for the intraclass model ⋮ Objective Bayesian inference for the intraclass correlation coefficient in linear models
Cites Work
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
- Noninformative priors for maximal invariant parameter in group models
- On the invariance of noninformative priors
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Some Remarks on Noninformative Priors
- Noninformative priors for one parameter of many
- On priors providing frequentist validity of Bayesian inference for multiple parametric functions
- Frequentist validity of posterior quantiles for a two-parameter exponential family
- A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics
- Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
- Miscellanea. Second-order probability matching priors
- Estimating a Product of Means: Bayesian Analysis with Reference Priors
- On Priors Providing Frequentist Validity for Bayesian Inference
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