A note on Bayesian and frequentist parametric inference for a scalar parameter of interest
In this paper, a new approximation of the marginal posterior distribution function is obtained. Moreover, for the location-scale model, by applying the shrinkage argument, a new approximation of the conditional distribution function of the signed likelihood ratio statistic given an ancillary statistic is derived from the approximated marginal posterior distribution.
Year of publication: |
2013
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Authors: | Wong, A.C.M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 414-421
|
Publisher: |
Elsevier |
Subject: | Location-scale model | Marginal posterior distribution | r∗-formula | Shrinkage argument | Signed log-likelihood ratio statistic |
Saved in:
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