Adjustments of profile likelihood through predictive densities
| العنوان: | Adjustments of profile likelihood through predictive densities |
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| المؤلفون: | Laura Ventura, Alessandra Salvan, Luigi Pace |
| المصدر: | Annals of the Institute of Statistical Mathematics. 63:923-937 |
| بيانات النشر: | Springer Science and Business Media LLC, 2010. |
| سنة النشر: | 2010 |
| مصطلحات موضوعية: | Statistics and Probability, Econometrics, Nuisance parameter, Estimative predictive density · Modified profile likelihood · Nuisance parameter · Predictive pivot · Profile likelihood · Second-order asymptotics, Construct (philosophy), Link (knot theory), Statistics::Computation, Interpretation (model theory), Mathematics |
| الوصف: | In this paper, a second-order link between adjusted profile likelihoods and refinements of the estimative predictive density is shown. The result provides a new interpretation for modified profile likelihoods that complements results in the literature. Moreover, it suggests how to construct adjusted profile likelihoods using accurate predictive densities. |
| تدمد: | 1572-9052 0020-3157 |
| DOI: | 10.1007/s10463-010-0274-9 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5bb3f89824c691fad45984b4c575f72 https://doi.org/10.1007/s10463-010-0274-9 |
| Rights: | CLOSED |
| رقم الانضمام: | edsair.doi.dedup.....c5bb3f89824c691fad45984b4c575f72 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 15729052 00203157 |
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| DOI: | 10.1007/s10463-010-0274-9 |