Does reference prior alleviate the incidental parameter problem?
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Publication:467902
DOI10.1214/09-BJPS108zbMath1298.62052OpenAlexW1994692697MaRDI QIDQ467902
Mário de Castro, Vera Lucia 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
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Bayesian inference (62F15)
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