Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter

DOI10.1080/02331880701830037zbMath1291.62074OpenAlexW1984869913MaRDI QIDQ5400788

In Hong Chang, Byung Hwee Kim, Rahul Mukerjee

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701830037

zbMATH Keywords

posterior coveragefrequentist coverageparametric orthogonalityCox and Reid adjustment

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Related Items

Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Bayesian inference for partially identified smooth convex models ⋮ Higher-order Bayesian Approximations for Pseudo-posterior Distributions

Cites Work

• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Probability matching priors: Higher order asymptotics
• Coverage probability bias, objective Bayes and the likelihood principle
• Conditional likelihood and power: higher-order asymptotics
• On a property of probability matching priors: matching the alternative coverage probabilities
• Miscellanea. Noninformative priors for dispersion models
• On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
• On the implementation of local probability matching priors for interest parameters
• Asymptotic Expansions Associated with Posterior Distributions

This page was built for publication: Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter