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On the bayesianity of pereira-stern tests

Author

Listed:
  • M. Madruga
  • Luis Esteves
  • Sergio Wechsler

Abstract

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Suggested Citation

  • M. Madruga & Luis Esteves & Sergio Wechsler, 2001. "On the bayesianity of pereira-stern tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 291-299, December.
    • Handle: RePEc:spr:testjl:v:10:y:2001:i:2:p:291-299
    DOI: 10.1007/BF02595698
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    Citations

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    Cited by:

    1. Stern, J. M. & Zacks, S., 2002. "Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 313-320, December.
    2. Erlis Ruli & Laura Ventura, 2021. "Can Bayesian, confidence distribution and frequentist inference agree?," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 359-373, March.
    3. Alexander Vosseler & Enzo Weber, 2017. "Bayesian analysis of periodic unit roots in the presence of a break," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3841-3862, August.

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