On interval and point estimators based on a penalization of the modified profile likelihood

DOI10.1016/J.SPL.2012.03.025MaRDI QIDQ449384zbMATHOpenAlexFDO

Authors Walter Racugno, Laura Ventura

Publication date 30 August 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://paduaresearch.cab.unipd.it/8786/1/2011_2_20110216135435.pdf

zbMATH Keywords

expected lengthbiasmean squared errorexponential familymatching prior

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 4180557 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• Adjustments of the profile likelihood from a new perspective
• Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
• Bayesian composite marginal likelihoods
• Bayesian empirical likelihood
• Bias reduction of maximum likelihood estimates
• Elimination of nuisance parameters with reference priors
• Frequency properties of inferences based on an integrated likelihood function
• Integrated likelihood functions for non-Bayesian inference
• Likelihood methods in statistics
• On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters
• Probability matching priors: Higher order asymptotics
• Probability matching property of adjusted likelihoods
• Recent advances on Bayesian inference for \(P(X < Y)\)
• Stable and invariant adjusted directed likelihoods

Cited in

(1)

• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters

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