Adjustments of profile likelihood through predictive densities

DOI10.1007/S10463-010-0274-9zbMATH Open1225.62033OpenAlexW1981735465MaRDI QIDQ645535FDOQ645535

Authors: Luigi Pace, Alessandra Salvan, Laura Ventura 

Publication date: 8 November 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0274-9

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zbMATH Keywords

profile likelihoodmodified profile likelihoodnuisance parametersecond-order asymptoticsestimative predictive densitypredictive pivot

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters
• Improved predictive model selection

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