Adjustments of profile likelihood through predictive densities

DOI10.1007/s10463-010-0274-9zbMath1225.62033MaRDI QIDQ645535

Luigi Pace, Laura Ventura, Alessandra Salvan

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

zbMATH Keywords

nuisance parameter; profile likelihood; modified profile likelihood; second-order asymptotics; estimative predictive density; predictive pivot

Mathematics Subject Classification ID

62F10: Point estimation

Cites Work

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