Showing 1 - 2 of 2
With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow...
Persistent link: https://www.econbiz.de/10005559373
We consider a very general class of empirical discrepancy statistics that includes the Cressie--Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit...
Persistent link: https://www.econbiz.de/10005559459