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.

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Year of publication:	2013
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

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040131