We have located links that may give you full text access.
Objective Priors for Invariant e -Values in the Presence of Nuisance Parameters.
Entropy 2024 January 10
This paper aims to contribute to refining the e -values for testing precise hypotheses, especially when dealing with nuisance parameters, leveraging the effectiveness of asymptotic expansions of the posterior. The proposed approach offers the advantage of bypassing the need for elicitation of priors and reference functions for the nuisance parameters and the multidimensional integration step. For this purpose, starting from a Laplace approximation, a posterior distribution for the parameter of interest is only considered and then a suitable objective matching prior is introduced, ensuring that the posterior mode aligns with an equivariant frequentist estimator. Consequently, both Highest Probability Density credible sets and the e -value remain invariant. Some targeted and challenging examples are discussed.
Full text links
Related Resources
Get seemless 1-tap access through your institution/university
For the best experience, use the Read mobile app
All material on this website is protected by copyright, Copyright © 1994-2024 by WebMD LLC.
This website also contains material copyrighted by 3rd parties.
By using this service, you agree to our terms of use and privacy policy.
Your Privacy Choices
You can now claim free CME credits for this literature searchClaim now
Get seemless 1-tap access through your institution/university
For the best experience, use the Read mobile app