Asymptotic Properties of HPD Regions in the Discrete Case.

This paper obtains asymptotic expansions of the frequentist distributions of modified likelihood ratio statistics when the observations are discrete. An upper bound of the uncertainty due to the discrete nature of the observations is obtained, slightly larger than Yarnold's result (obtained in the case of elliptic confidence regions). Higher order results are also derived from continuity corrections.

MoreLess

Year of publication:	1997
Authors:	Rousseau, J.
Subject:	ECONOMETRICS

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

More details

Type of publication:	Book / Working Paper
Notes:	26 pages
Classification:	C44 - Statistical Decision Theory; Operations Research ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005640996