Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case

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.

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Year of publication:	1991
Authors:	Ghosh, J. K. ; Mukerjee, Rahul
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 38.1991, 2, p. 385-393
Publisher:	Elsevier
Keywords:	Bartlett correction Jeffreys' prior likelihood ratio test non-informative prior

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

Persistent link: https://www.econbiz.de/10005160358