663 citations
- Massachusetts Institute of TechnologyUS23 papers
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Showing 2008 · math.STShow all
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math.ST2008★ 24 cited
On the Behrens--Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests
Alexandre Belloni, Gustavo Didier
In this paper we provide a provably convergent algorithm for the multivariate Gaussian Maximum Likelihood version of the Behrens--Fisher Problem. Our work builds upon a formulation…
math.ST2008★ 5 cited
Objective Bayesian analysis under sequential experimentation
Dongchu Sun, James O. Berger
Objective priors for sequential experiments are considered. Common priors, such as the Jeffreys prior and the reference prior, will typically depend on the stopping rule used for t…