Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters

DOI10.1198/jasa.2009.0133zbMath1388.62060MaRDI QIDQ5252146

Stefano Cabras, Laura Ventura, Walter Racugno

Publication date: 29 May 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.0133

zbMATH Keywords

marginal likelihood; conditional likelihood; matching prior; frequentist coverage probability; orthogonal parameters

Mathematics Subject Classification ID

62F15: Bayesian inference

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