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, 38 (2). pp. 385-393. ISSN 0047-259X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/004725...
Related URL: http://dx.doi.org/10.1016/0047-259X(91)90052-4
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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Bartlett Correction; Jeffreys' Prior; Likelihood Ratio Test; Non-informative Prior |
| ID Code: | 22517 |
| Deposited On: | 24 Nov 2010 08:26 |
| Last Modified: | 02 Jun 2011 07:20 |
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