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

DOI10.1016/j.spl.2012.03.025zbMath1456.62037OpenAlexW1980147980MaRDI QIDQ449384

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

mean squared errorbiasexponential familyexpected lengthmatching prior

Mathematics Subject Classification ID

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

Cites Work

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• Probability matching priors: Higher order asymptotics
• Probability matching property of adjusted likelihoods
• Adjustments of the profile likelihood from a new perspective
• Recent advances on Bayesian inference for \(P(X < Y)\)
• Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
• Elimination of nuisance parameters with reference priors
• Stable and invariant adjusted directed likelihoods
• Bayesian empirical likelihood
• Bias reduction of maximum likelihood estimates
• On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• Integrated likelihood functions for non-Bayesian inference

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