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

J. K. Ghosh and Rahul Mukerjee

Journal of Multivariate Analysis, 1991, vol. 38, issue 2, 385-393

Abstract: 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.

Keywords: Bartlett; correction; Jeffreys'; prior; likelihood; ratio; test; non-informative; prior (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (3)

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