Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).

From MaRDI portal
Publication:1431155

DOI10.1214/ss/1009211804zbMath1059.62521OpenAlexW1585365342MaRDI QIDQ1431155

James O. Berger, Brunero Liseo, Robert L. Wolpert

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1009211804



Related Items

Integrated likelihood computation methods, Statistical tests of sterile neutrinos using cosmology and short-baseline data, A fully Bayesian approach to assessment of model adequacy in inverse problems, Testing the skewness of skew-normal distribution by Bayes factors, Possibilistic and probabilistic likelihood functions and their extensions: common features and specific characteristics, Likelihood-based inference for population size in a capture-recapture experiment with varying probabilities from occasion to occasion, Bayesian frequentist hybrid inference, A Graphical Diagnostic for Identifying Influential Model Choices in Bayesian Hierarchical Models, Likelihood-based inference for the ratios of regression coefficients in linear models, Modified profile likelihood inference and interval forecast of the burst of financial bubbles, A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes, Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling, Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling, Estimating with incomplete count data: A Bayesian approach, Recovering networks from distance data, Bayesian model calibration for vacuum-ultraviolet photoionisation mass spectrometry, Confidence intervals with maximal average power, Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance, Analysis of medians under two-way model with and without interaction for Birnbaum–Saunders distributed response, An Efficient Test for Homogeneity of Mean Directions on the Hyper‐sphere, Integrated likelihood inference in multinomial distributions, H‐likelihood Predictive Intervals for Unobservables, The role of score and information bias in panel data likelihoods, Bayesian variable selection for survival data using inverse moment priors, Building a dose toxo-equivalence model from a Bayesian meta-analysis of published clinical trials, An integrated‐likelihood‐ratio confidence interval for a proportion based on underreported and infallible data, Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors, Pseudo-Likelihoods for Bayesian Inference, Confidence distributions and related themes, Learning Topic Models: Identifiability and Finite-Sample Analysis, Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes, Selection of the bandwidth parameter in a Bayesian kernel regression model for genomic-enabled prediction, Likelihood and bayesian approaches to inference for the stationary point of a quadratic response surface, Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood, Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale, Integrated likelihoods in models with stratum nuisance parameters, Bayes factor testing of multiple intraclass correlations, Statistical properties of the single linkage hierarchical clustering estimator, A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models, Confidence intervals for a binomial parameter based on binary data subject to false-positive misclassification, Estimation in the probit normal model for binary outcomes using the SAEM algorithm, Estimating generalized semiparametric additive models using parameter cascading, Consistency of Bayesian estimates for the sum of squared normal means with a normal prior, Asymptotically optimal tests for parametric functions against ordered functional alternatives, Bayesian and likelihood-based inference for the bivariate normal correlation coefficient, Multi-source data fusion and super-resolution from astronomical images, Adjusted likelihoods for synthesizing empirical evidence from studies that differ in quality and design: effects of environmental tobacco smoke, Network tomography: recent developments, 50-year-old curiosities: ancillarity and inference in capture-recapture models, Integrated likelihood inference in semiparametric regression models, Model selection in the presence of incidental parameters, Improved inference for the shape-scale family of distributions under type-II censoring, Hierarchical Spatiotemporal Matrix Models for Characterizing Invasions, False confidence, non-additive beliefs, and valid statistical inference, Generalized P-values and Bayesian evidence in the one-sided testing problems under exponential distributions, On a criticism of the profile likelihood function, Robust additive Gaussian process models using reference priors and cut-off-designs, Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality, Optimally and computations for relative surprise inferences, Incremental Mixture Importance Sampling With Shotgun Optimization, Integrated Likelihood in a Finitely Additive Setting, Bayesian inference: the role of coherence to deal with a prior belief function, Some remarks on Bayesian inference for one-way ANOVA models, Some recent developments in efficiency measurement in stochastic frontier models, Eliminating nuisance parameters: Two characterizations, Infinite diameter confidence sets in Hedges' publication bias model, Frequentist conditional variance for nonlinear mixed-effects models, Motion recovery by integrating over the joint image manifold, Reconceptualizing the p -value from a likelihood ratio test: a probabilistic pairwise comparison of models based on Kullback-Leibler discrepancy measures, A note on reference priors for the scalar skew-normal distribution, Bayesian quantile regression with approximate likelihood, Evidence From Marginally Significant t Statistics, Likelihood inference for location, scale, and shape, On propriety of posterior distributions of variance components in small area estimation, Estimating functions for repeated measures with incidental parameters



Cites Work