Does reference prior alleviate the incidental parameter problem?

DOI10.1214/09-BJPS108zbMATH Open1298.62052OpenAlexW1994692697MaRDI QIDQ467902FDOQ467902

Authors: Mário de Castro, Vera L. D. 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

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cites Work

• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Title not available (Why is that?)
• Ordered group reference priors with application to the multinomial problem
• Title not available (Why is that?)
• Does Jeffrey's prior alleviate the incidental parameter problem?

Cited In (1)

• Does Jeffrey's prior alleviate the incidental parameter problem?

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