Bayesian sandwich posteriors for pseudo-true parameters

DOI10.1016/j.jspi.2013.05.014zbMath1432.62055arXiv1211.0087OpenAlexW2963019110MaRDI QIDQ394764

Jon Wakefield, Peter D. Hoff

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0087

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

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Cites Work

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• Longitudinal data analysis using generalized linear models
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• Bayesian inference with misspecified models
• Pseudo Maximum Likelihood Methods: Theory
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Bayes Factors Based on Test Statistics
• Maximum Likelihood Estimation of Misspecified Models

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