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dc.contributor.authorChang, Inhong
dc.contributor.authorMukerjee, Rahul
dc.descriptionChang, Inhong, Department of Computer Science and Statistics, Chosun University, Gwangju, 501-759, South Korea; Mukerjee, Rahul, Indian Institute of Management Calcutta, Diamond Harbour Road, Joka, Kolkata, 700 104, India
dc.descriptionISSN/ISBN - 02331888
dc.descriptionDOI - 10.1080/02331888.2011.587880
dc.description.abstractWe consider likelihood ratio statistics based on the usual profile likelihood and the standard adjustments thereof proposed in the literature in the presence of nuisance parameters. The role of data-dependent priors in ensuring approximate frequentist validity of posterior credible regions based on the inversion of these statistics is investigated. Unlike what happens with data-free priors, it is seen that the resulting probability matching conditions readily admit solutions which entail approximate frequentist validity of the highest posterior density region as well. � 2013 Copyright Taylor and Francis Group, LLC.
dc.subjectExpected information
dc.subjectHighest posterior density region
dc.subjectObserved information
dc.subjectPosterior characteristic function
dc.subjectShrinkage argument
dc.titleData-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics
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