A class of strong matching priors for higher-order Bayesian inference
Laura Ventura, Nicola Sartori, N Racugno · Padua Research Archive (University of Padova) · 2011
We discuss higher-order Bayesian asymptotics for a scalar parameter of interest in the presence of nuisance parameters, in order to perform accurate Bayesian inference even for small sample sizes. In particular, higher-order asymptotics for the marginal posterior distribution is obtained considering a matching prior. Numerical illustrations are given for models of practical interest.