On interval and point estimators based on a penalization of the modified profile likelihood
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DOI: 10.1016/j.spl.2012.03.025
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References listed on IDEAS
- Nicole A. Lazar, 2003. "Bayesian empirical likelihood," Biometrika, Biometrika Trust, vol. 90(2), pages 319-326, June.
- 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.
- Chang, In Hong & Mukerjee, Rahul, 2006. "Probability matching property of adjusted likelihoods," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 838-842, April.
- Thomas A. Severini, 2007. "Integrated likelihood functions for non-Bayesian inference," Biometrika, Biometrika Trust, vol. 94(3), pages 529-542.
- R. Mukerjee & N. Reid, 1999. "On confidence intervals associated with the usual and adjusted likelihoods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 945-953.
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Keywords
Bias; Expected length; Exponential family; Matching prior; Mean squared error;All these keywords.
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