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

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  • Ghosh, J. K.
  • Mukerjee, Rahul

Abstract

In a multiparameter situation, this paper characterizes priors under which the Bayesian and frequentist Bartlett corrections for the likelihood ratio statistic differ by o(1). The role of Jeffreys' prior in this regard has also been investigated.

Suggested Citation

  • Ghosh, J. K. & Mukerjee, Rahul, 1991. "Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 385-393, August.
    • Handle: RePEc:eee:jmvana:v:38:y:1991:i:2:p:385-393
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    Cited by:

    1. Catia Scricciolo, 1999. "Probability matching priors: a review," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 83-100, April.
    2. Ventura, Laura & Cabras, Stefano & Racugno, Walter, 2009. "Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 768-774.
    3. F. Giummolè & V. Mameli & E. Ruli & L. Ventura, 2019. "Objective Bayesian inference with proper scoring rules," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 728-755, September.

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