Objective Bayesian higher-order asymptotics in models with nuisance parameters
نویسندگان
چکیده
منابع مشابه
Objective Bayesian higher-order asymptotics in models with nuisance parameters
We discuss higher-order approximations to the marginal posterior distribution for a scalar parameter of interest in the presence of nuisance parameters. These higher-order approximations are obtained using a suitable matching prior. The proposed procedure has several advantages since it does not require the elicitation on the nuisance parameter, neither numerical integration or MCMC simulation,...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2013
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.10.022