Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
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Publication:5252146
DOI10.1198/jasa.2009.0133zbMath1388.62060MaRDI QIDQ5252146
Stefano Cabras, Laura Ventura, Walter Racugno
Publication date: 29 May 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.0133
marginal likelihood; conditional likelihood; matching prior; frequentist coverage probability; orthogonal parameters
62F15: Bayesian inference
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