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: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| 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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