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Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters

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  • Ventura, Laura
  • Cabras, Stefano
  • Racugno, Walter

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  • Ventura, Laura & Cabras, Stefano & Racugno, Walter, 2009. "Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 768-774.
    • Handle: RePEc:bes:jnlasa:v:104:i:486:y:2009:p:768-774
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    References listed on IDEAS

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    1. Trevor J. Sweeting, 2005. "On the implementation of local probability matching priors for interest parameters," Biometrika, Biometrika Trust, vol. 92(1), pages 47-57, March.
    2. Ghosh, J. K. & Mukerjee, Rahul, 1991. "Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 385-393, August.
    3. Nicole A. Lazar, 2003. "Bayesian empirical likelihood," Biometrika, Biometrika Trust, vol. 90(2), pages 319-326, June.
    4. Thomas A. Severini, 2007. "Integrated likelihood functions for non-Bayesian inference," Biometrika, Biometrika Trust, vol. 94(3), pages 529-542.
    5. Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
    6. Richard A. Levine, 2003. "Implementing matching priors for frequentist inference," Biometrika, Biometrika Trust, vol. 90(1), pages 127-137, March.
    7. Chang, In Hong & Mukerjee, Rahul, 2006. "Probability matching property of adjusted likelihoods," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 838-842, April.
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    Cited by:

    1. Laura Ventura & Nancy Reid, 2014. "Approximate Bayesian computation with modified log-likelihood ratios," METRON, Springer;Sapienza Università di Roma, vol. 72(2), pages 231-245, August.
    2. Ventura, Laura & Racugno, Walter, 2012. "On interval and point estimators based on a penalization of the modified profile likelihood," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1285-1289.
    3. Toyoto Tanaka & Yoshihiro Hirose & Fumiyasu Komaki, 2020. "Second-order matching prior family parametrized by sample size and matching probability," Statistical Papers, Springer, vol. 61(4), pages 1701-1717, August.
    4. Samadrita Bera & Nabakumar Jana, 2022. "On estimating common mean of several inverse Gaussian distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 115-139, January.
    5. Ventura, Laura & Sartori, Nicola & Racugno, Walter, 2013. "Objective Bayesian higher-order asymptotics in models with nuisance parameters," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 90-96.
    6. Christian P. Robert, 2013. "Bayesian Computational Tools," Working Papers 2013-45, Center for Research in Economics and Statistics.
    7. Yongku Kim & Woo Dong Lee & Sang Gil Kang, 2020. "A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions," Statistical Papers, Springer, vol. 61(2), pages 543-573, April.

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