Record Details

Vector Exponential Models and Second Order Inference

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title Vector Exponential Models and Second Order Inference
 
Creator Fraser, D.A.S.; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Hoang, Uyen; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Ji, Kexin; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Li, Xufei; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Li, Li; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Lin, Wei; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
Su, Jie; Department of Statistics, University of Toronto
Toronto, Ontario, Canada M5S 3G3
 
Subject Statistics
Asymptotic model; Bayes as approximate confidence; Exponential model; Jeffreys prior; Likelihood analysis; Root-information prior; Second order expansion.

 
Description For an exponential model with scalar parameter, WelchP:1963 examined the role of Bayesian analysis in statistical inference, more specifically the use of the Jeffreys:1946 prior. They determined that Bayesian intervals and thus in effect Bayesian quantiles had second order confidence accuracy. We use a Taylor series expansion of the log-model to develop a second order version of the vector exponential model; this is developed as a contribution to theory in statistics at a time when algorithms are prominent, and it provides a basis for generalizing the Welch-Peers approach to the vector parameter context.
 
Publisher College of Statistical and Actuarial Sciences
 
Contributor
 
Date 2012-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/518
10.18187/pjsor.v8i3.518
 
Source Pakistan Journal of Statistics and Operation Research; Vol 8. No. 3, 2012; 433-440
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/518/251