Some new accurate approximations for posterior expectations and Bartlett corrections are derived. These approximations are modifications of formulae based on signed root log-likelihood ratios obtained in Sweeting (1996) and are designed to address two problems that arise in the practical application of these formulae in the multiparameter case. The first problem is a computational one associated with inversion of signed root log-likelihood ratios. The second concerns the form of the posterior expectation formula, which is not in a particularly convenient form for the computation of predictive densities. The theory is illustrated by two examples
This letter shows how to extend a number of published results on Bartlett and Bartlett-type correcti...
Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations w...
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal ...
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. Th...
We give general formulae using matrix notation for computing Bartlett corrections for the likelihood...
Despite the fact that it is not correct to speak of Bartlett corrections in the case of non-stationa...
In a multiparameter situation, this paper characterizes priors under which the Bayesian and frequent...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
Abstract. The coverage rrors of the empirical likelihood confidence regions for/3 in a linear regres...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
Posterior expectation is widely used as a Bayesian point estimator. In this note we extend it from p...
This thesis is concerned with asymptotic methods for Bayesian computation. Both the theory and the p...
Barndorff-Nielsen & Cox (1979) introduced the double saddlepoint approximation to the conditiona...
This letter shows how to extend a number of published results on Bartlett and Bartlett-type correcti...
Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations w...
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal ...
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. Th...
We give general formulae using matrix notation for computing Bartlett corrections for the likelihood...
Despite the fact that it is not correct to speak of Bartlett corrections in the case of non-stationa...
In a multiparameter situation, this paper characterizes priors under which the Bayesian and frequent...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
Abstract. The coverage rrors of the empirical likelihood confidence regions for/3 in a linear regres...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
Posterior expectation is widely used as a Bayesian point estimator. In this note we extend it from p...
This thesis is concerned with asymptotic methods for Bayesian computation. Both the theory and the p...
Barndorff-Nielsen & Cox (1979) introduced the double saddlepoint approximation to the conditiona...
This letter shows how to extend a number of published results on Bartlett and Bartlett-type correcti...
Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations w...
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal ...