CHARACTERIZATION OF PRIORS UNDER WHICH BAYESIAN AND FREQUENTIST BARTLETT CORRECTIONS ARE EQUIVALENT IN THE MULTIPARAMETER CASE

被引：28

作者：

GHOSH, JK

MUKERJEE, R

机构：

[1] PURDUE UNIV,W LAFAYETTE,IN 47907

[2] INDIAN INST MANAGEMENT,CALCUTTA 700027,W BENGAL,INDIA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 38卷 / 02期

关键词：

BARTLETT CORRECTION; JEFFREYS PRIOR; LIKELIHOOD RATIO TEST; NONINFORMATIVE PRIOR;

D O I：

10.1016/0047-259X(91)90052-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. © 1991.

引用

页码：385 / 393

页数：9

共 15 条

[1] ON THE LEVEL-ERROR AFTER BARTLETT ADJUSTMENT OF THE LIKELIHOOD RATIO STATISTIC [J].