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Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case. (English) Zbl 0728.62020

Summary: 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.

MSC:

62E17 Approximations to statistical distributions (nonasymptotic)
62E20 Asymptotic distribution theory in statistics
62A01 Foundations and philosophical topics in statistics
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