Ventura, Laura; Sartori, Nicola; Racugno, Walter - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 90-96
A higher-order approximation to the marginal posterior distribution for a scalar parameter of interest in the presence of nuisance parameters is proposed. The approximation is obtained using a matching prior. The procedure improves the normal first-order approximation and has several advantages....