arXiv 1 Jul 2016 · Mathematics — Statistics Theory · publishedJournal of Econometrics (2020) · 3 citations (OpenAlex)
arXiv:1607.00393 · PDF · DOI · OpenAlex · Extracted main text
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist size of a certain Bayesian hypothesis test of (possibly nonlinear) inequalities. If the null hypothesis is that the (possibly infinite-dimensional) parameter lies in a certain half-space, then the Bayesian test's size is $α$; if the null hypothesis is a subset of a half-space, then size is above $α$; and in other cases, size may be above, below, or equal to $α$. Rejection probabilities at certain points in the parameter space are also characterized. Two examples illustrate our results: translog cost function curvature and ordinal distribution relationships.
appendix boundary found by appendix_command · 60% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Kline, B., Tamer, E (2016) Bayesian inference in a class of partially identified models | 1.000 | 5 | 3 | 100% |
| 2 | Kline, B (2011) The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean | 0.977 | 15 | 3 | 93% |
| 3 | Casella, G., Berger, R. L (1987) a | 0.928 | 4 | 3 | 100% |
| 4 | Kaplan, D. M., Zhuo, L (2019) Comparing latent inequality with ordinal data, working paper available at https://kaplandm.github.io/ self | 0.928 | 4 | 3 | 100% |
| 5 | Goutis, C., Casella, G., Wells, M. T (1996) Assessing evidence in multiple hypotheses | 0.843 | 3 | 3 | 100% |
| 6 | Lehmann, E. L., Casella, G (1998) Theory of Point Estimation, 2nd Edition | 0.737 | 4 | 2 | 75% |
| 7 | Berger, J. O., Sellke, T (1987) Testing a point null hypothesis: The irreconcilability of $p$ values and evidence | 0.737 | 3 | 2 | 100% |
| 8 | Casella, G., Berger, R. L (1987) b | 0.737 | 3 | 2 | 100% |
| 9 | Fang, Z., Santos, A (2018) Inference on directionally differentiable functions | 0.693 | 5 | 1 | 100% |
| 10 | Efron, B., Tibshirani, R (1998) The problem of regions | 0.644 | 4 | 1 | 100% |
Showing the top 10 of 68 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Comparing latent inequality with ordinal data | 0.511 | 3 | 2 |
| 2 | Testing Sign Congruence Between Two Parameters | 0.405 | 1 | 1 |