Posterior-based Wald-type statistic for hypothesis testing
A new Wald-type statistic is proposed for hypothesis testing based on Bayesian posterior distributions under the correct model specification. The new statistic can be explained as a posterior version of the Wald statistic and has several nice properties. First, it is well-defined under improper prio...
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Main Authors: | LIU, Xiaobin, LI, Yong, Jun YU, ZENG, Tao |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2022
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Online Access: | https://ink.library.smu.edu.sg/soe_research/2624 https://ink.library.smu.edu.sg/context/soe_research/article/3623/viewcontent/Wald_Type_2018_sv.pdf |
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Institution: | Singapore Management University |
Language: | English |
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