Higher accuracy for Bayesian and frequentist inference: Large sample theory for small sample likelihood

Statistical Science

Volumn 22, Issue 3, 2007, Pages 301-321

  Bédard, Mylène ^a   Fraser, D A S ^b   Wong, A ^c  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

^c YORK UNIVERSITY   (Canada)

Author keywords

Asymptotics; Bayesian posterior s value; Canonical parameter; Default prior; Higher order; Likelihood; Maximum likelihood departure; Metropolis Hastings algorithm; p value; Regression example; Third order

Indexed keywords

EID: 49449111774     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-STS240     Document Type: Article

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