Elimination of nuisance parameters with reference priors (Q3142231)

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Elimination of nuisance parameters with reference priors
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    Elimination of nuisance parameters with reference priors (English)
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    14 December 1993
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    conditional profile likelihood
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    Fieller-Creasy paradox
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    Jeffreys prior
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    modified profile likelihood
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    gamma distribution
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    inverse normal distribution
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    eliminating nuisance parameters
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    profile likelihood
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    reference priors
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    multiparameter problems
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    frequentist coverage probabilities
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    credible sets
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