Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters

DOI10.1080/00949655.2014.947288zbMath1457.62015OpenAlexW2013676859MaRDI QIDQ5222260

Stefano Cabras, Walter Racugno, Laura Ventura

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11584/181110

zbMATH Keywords

evidencematching priorstail area approximationHOTA algorithmhighest probability density setPereira and Stern procedureprofile and modified profile likelihood root

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Can Bayesian, confidence distribution and frequentist inference agree? ⋮ Approximate Bayesian computation with modified log-likelihood ratios ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program

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