Does reference prior alleviate the incidental parameter problem?

DOI10.1214/09-BJPS108MaRDI QIDQ467902zbMATH OpenOpenAlexFDO

Authors Mário de Castro, Vera L. D. Tomazella

Publication date 5 November 2014

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1280754499

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Applications of statistics to economics (62P20)

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Cites work

• Does Jeffrey's prior alleviate the incidental parameter problem?
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 218440 (Why is no real title available?)
• Ordered group reference priors with application to the multinomial problem

Cited in

(2)

• The incidental parameter problem since 1948
• Does Jeffrey's prior alleviate the incidental parameter problem?

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