Default prior distributions from quasi- and quasi-profile likelihoods

DOI10.1016/j.jspi.2010.04.003zbMath1205.62030OpenAlexW2019813891MaRDI QIDQ988917

Laura Ventura, Walter Racugno, Stefano Cabras

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://paduaresearch.cab.unipd.it/7142/1/2009_1_20090204170142.pdf

zbMATH Keywords

robustnessJeffreys' priornuisance parameterestimating equationpseudo-likelihoodmatching prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (9)

Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework ⋮ A Matching Prior for the Shape Parameter of the Skew-Normal Distribution ⋮ Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Objective Bayesian inference with proper scoring rules ⋮ A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models ⋮ Robust approximate Bayesian inference ⋮ Unnamed Item ⋮ Statistical Corrections of Invalid Correlation Matrices

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