메뉴 건너뛰기




Volumn 25, Issue , 2005, Pages 193-219

The Elimination of Nuisance Parameters

(1)  Liseo, Brunero a  

a NONE

Author keywords

binary matched pairs; conditional likelihood; integrated likelihood; Jeffreys' prior; Kullback Leibler divergence; marginal likelihood; modified profile likelihood; Neyman Scott problem; nonparametric likelihood; profile likelihood; reference priors

Indexed keywords


EID: 33847218383     PISSN: 01697161     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0169-7161(05)25007-1     Document Type: Review
Times cited : (19)

References (53)
  • 1
    • 0003283055 scopus 로고
    • Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
    • U.S. Government Printing Office, Washington, DC
    • Abramowitz M., and Stegun I.A. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. National Bureau of Standards Applied Mathematics Series vol. 55 (1964), U.S. Government Printing Office, Washington, DC
    • (1964) National Bureau of Standards Applied Mathematics Series , vol.55
    • Abramowitz, M.1    Stegun, I.A.2
  • 2
    • 0032223239 scopus 로고    scopus 로고
    • An empirical likelihood statistic for quantiles
    • Adimari G. An empirical likelihood statistic for quantiles. J. Statist. Comput. Simulation 60 (1998) 85-95
    • (1998) J. Statist. Comput. Simulation , vol.60 , pp. 85-95
    • Adimari, G.1
  • 3
    • 0345872087 scopus 로고
    • The analysis of matched proportions
    • Altham P. The analysis of matched proportions. Biometrika 58 3 (1971) 561-576
    • (1971) Biometrika , vol.58 , Issue.3 , pp. 561-576
    • Altham, P.1
  • 4
    • 4043135554 scopus 로고    scopus 로고
    • Optimal predictive model selection
    • Barbieri M., and Berger J. Optimal predictive model selection. Ann. Statist. 32 3 (2004) 870-897
    • (2004) Ann. Statist. , vol.32 , Issue.3 , pp. 870-897
    • Barbieri, M.1    Berger, J.2
  • 5
    • 0000072546 scopus 로고
    • On a formula for the distribution of the maximum likelihood estimator
    • Barndorff-Nielsen O. On a formula for the distribution of the maximum likelihood estimator. Biometrika 70 2 (1983) 343-365
    • (1983) Biometrika , vol.70 , Issue.2 , pp. 343-365
    • Barndorff-Nielsen, O.1
  • 6
    • 64549130616 scopus 로고
    • On the elimination of nuisance parameters
    • Basu D. On the elimination of nuisance parameters. J. Amer. Statist. Assoc. 72 358 (1977) 355-366
    • (1977) J. Amer. Statist. Assoc. , vol.72 , Issue.358 , pp. 355-366
    • Basu, D.1
  • 7
    • 85032121470 scopus 로고    scopus 로고
    • p values for composite null models (with discussion)
    • Bayarri M.J., and Berger J.O. p values for composite null models (with discussion). J. Amer. Statist. Assoc. 95 452 (2000) 1127-1142
    • (2000) J. Amer. Statist. Assoc. , vol.95 , Issue.452 , pp. 1127-1142
    • Bayarri, M.J.1    Berger, J.O.2
  • 8
    • 84950952923 scopus 로고
    • A method for calibrating false - match rates in record linkage
    • Belin T., and Rubin D. A method for calibrating false - match rates in record linkage. J. Amer. Statist. Assoc. 90 (1995) 694-707
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 694-707
    • Belin, T.1    Rubin, D.2
  • 9
    • 0000303854 scopus 로고
    • Estimating a product of means: Bayesian analysis with reference priors
    • Berger J.O., and Bernardo J.-M. Estimating a product of means: Bayesian analysis with reference priors. J. Amer. Statist. Assoc. 84 405 (1989) 200-207
    • (1989) J. Amer. Statist. Assoc. , vol.84 , Issue.405 , pp. 200-207
    • Berger, J.O.1    Bernardo, J.-M.2
  • 10
    • 0001141391 scopus 로고
    • On the development of reference priors
    • Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds), Oxford University Press, London
    • Berger J., and Bernardo J. On the development of reference priors. In: Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds). Bayesian Statistics, vol. 4 (1992), Oxford University Press, London 35-60
    • (1992) Bayesian Statistics, vol. 4 , pp. 35-60
    • Berger, J.1    Bernardo, J.2
  • 11
    • 0002501585 scopus 로고
    • Ordered group reference priors with application to the multinomial problem
    • Berger J.O., and Bernardo J.M. Ordered group reference priors with application to the multinomial problem. Biometrika 79 1 (1992) 25-37
    • (1992) Biometrika , vol.79 , Issue.1 , pp. 25-37
    • Berger, J.O.1    Bernardo, J.M.2
  • 12
    • 0000114908 scopus 로고
    • Reference priors in a variance components problem
    • Bayesian Analysis in Statistics and Econometrics. Bangalore, 1988, Springer, New York
    • Berger J.O., and Bernardo J.M. Reference priors in a variance components problem. Bayesian Analysis in Statistics and Econometrics. Bangalore, 1988. Lecture Notes in Statist. vol. 75 (1992), Springer, New York 177-194
    • (1992) Lecture Notes in Statist. , vol.75 , pp. 177-194
    • Berger, J.O.1    Bernardo, J.M.2
  • 13
    • 67649331402 scopus 로고
    • Estimation of quadratic functions: Noninformative priors for non-centrality parameters
    • Berger J.O., Philippe A., and Robert C. Estimation of quadratic functions: Noninformative priors for non-centrality parameters. Statistica Sinica 18 (1990) 1595-1614
    • (1990) Statistica Sinica , vol.18 , pp. 1595-1614
    • Berger, J.O.1    Philippe, A.2    Robert, C.3
  • 14
    • 0002464001 scopus 로고    scopus 로고
    • Integrating likelihood methods for eliminating nuisance parameters
    • Berger J.O., Liseo B., and Wolpert R.L. Integrating likelihood methods for eliminating nuisance parameters. Statist. Sci. 14 (1999) 1-28
    • (1999) Statist. Sci. , vol.14 , pp. 1-28
    • Berger, J.O.1    Liseo, B.2    Wolpert, R.L.3
  • 16
    • 0000530871 scopus 로고
    • Reference priors for the orbit in a group model
    • Chang T., and Eaves D. Reference priors for the orbit in a group model. Ann. Statist. 18 (1990) 1595-1614
    • (1990) Ann. Statist. , vol.18 , pp. 1595-1614
    • Chang, T.1    Eaves, D.2
  • 17
    • 21344487734 scopus 로고
    • Smoothed empirical likelihood confidence intervals for quantiles
    • Chen S., and Hall P. Smoothed empirical likelihood confidence intervals for quantiles. Ann. Statist. 21 (1993) 1166-1181
    • (1993) Ann. Statist. , vol.21 , pp. 1166-1181
    • Chen, S.1    Hall, P.2
  • 18
    • 0001078433 scopus 로고    scopus 로고
    • Bayesian model averaging and model search strategies
    • Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds), Oxford University Press, London
    • Clyde M. Bayesian model averaging and model search strategies. In: Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds). Bayesian Statistics, vol. 6 (1999), Oxford University Press, London 157-185
    • (1999) Bayesian Statistics, vol. 6 , pp. 157-185
    • Clyde, M.1
  • 19
    • 0016794660 scopus 로고
    • Partial likelihood
    • Cox D.R. Partial likelihood. Biometrika 62 2 (1975) 269-276
    • (1975) Biometrika , vol.62 , Issue.2 , pp. 269-276
    • Cox, D.R.1
  • 21
    • 0346810001 scopus 로고
    • Estimation of the correlation coefficient from a broken random sample
    • DeGroot M.H., and Goel P.K. Estimation of the correlation coefficient from a broken random sample. Ann. Statist. 8 2 (1980) 264-278
    • (1980) Ann. Statist. , vol.8 , Issue.2 , pp. 264-278
    • DeGroot, M.H.1    Goel, P.K.2
  • 22
    • 0003171807 scopus 로고
    • On inconsistent Bayes estimates of location
    • Diaconis P., and Friedamn D. On inconsistent Bayes estimates of location. Ann. Statist. 14 (1986) 68-87
    • (1986) Ann. Statist. , vol.14 , pp. 68-87
    • Diaconis, P.1    Friedamn, D.2
  • 23
    • 0001446006 scopus 로고
    • Bayesian nonparametric estimation of the median. Part i: Computation of the estimates
    • Doss H. Bayesian nonparametric estimation of the median. Part i: Computation of the estimates. Ann. Statist. 13 (1985) 1432-1444
    • (1985) Ann. Statist. , vol.13 , pp. 1432-1444
    • Doss, H.1
  • 24
    • 0009953379 scopus 로고
    • Bayesian nonparametric estimation of the median. Part ii: Asymptotic properties of the estimates
    • Doss H. Bayesian nonparametric estimation of the median. Part ii: Asymptotic properties of the estimates. Ann. Statist. 13 (1985) 1445-1464
    • (1985) Ann. Statist. , vol.13 , pp. 1445-1464
    • Doss, H.1
  • 26
    • 0000991825 scopus 로고
    • Symposium on interval estimation: Some problems in interval estimation
    • Fieller E.C. Symposium on interval estimation: Some problems in interval estimation. J. Roy. Statist. Soc., Ser. B 16 (1954) 175-185
    • (1954) J. Roy. Statist. Soc., Ser. B , vol.16 , pp. 175-185
    • Fieller, E.C.1
  • 27
    • 0000113029 scopus 로고    scopus 로고
    • Consistent semiparametric Bayesian inference about a location parameter
    • Ghosal S., Ghosh J., and Ramamoorthi R. Consistent semiparametric Bayesian inference about a location parameter. J. Statist. Plann. Inference 77 (1999) 181-193
    • (1999) J. Statist. Plann. Inference , vol.77 , pp. 181-193
    • Ghosal, S.1    Ghosh, J.2    Ramamoorthi, R.3
  • 28
    • 0001218443 scopus 로고
    • Non-informative priors
    • Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds), Oxford University Press, New York
    • Ghosh J., and Mukerjee R. Non-informative priors. In: Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds). Bayesian Statistics, vol. 4 (1992), Oxford University Press, New York 195-210
    • (1992) Bayesian Statistics, vol. 4 , pp. 195-210
    • Ghosh, J.1    Mukerjee, R.2
  • 29
    • 0000769201 scopus 로고
    • The nonexistence of 100 (1 - α) confidence sets of finite expected diameter in errors-in-variable and related models
    • Gleser L., and Hwang J. The nonexistence of 100 (1 - α) confidence sets of finite expected diameter in errors-in-variable and related models. Ann. Statist. 15 (1987) 1351-1362
    • (1987) Ann. Statist. , vol.15 , pp. 1351-1362
    • Gleser, L.1    Hwang, J.2
  • 30
    • 0346179521 scopus 로고
    • The Matching Methodology: Some Statistical Properties
    • Springer-Verlag, Berlin
    • Goel P., and Ramalingam T. The Matching Methodology: Some Statistical Properties. Lecture Notes in Statistics vol. 52 (1989), Springer-Verlag, Berlin
    • (1989) Lecture Notes in Statistics , vol.52
    • Goel, P.1    Ramalingam, T.2
  • 33
    • 0030327756 scopus 로고    scopus 로고
    • Formal rules for selecting prior distributions: A review and annotated bibliography
    • Kass R., and Wasserman L. Formal rules for selecting prior distributions: A review and annotated bibliography. J. Amer. Statist. Assoc. 91 (1996) 1343-1370
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 1343-1370
    • Kass, R.1    Wasserman, L.2
  • 34
    • 14944346561 scopus 로고    scopus 로고
    • Regression analysis with linked data
    • Lahiri P., and Larsen M. Regression analysis with linked data. J. Amer. Statist. Assoc. 100 469 (2005) 222-230
    • (2005) J. Amer. Statist. Assoc. , vol.100 , Issue.469 , pp. 222-230
    • Lahiri, P.1    Larsen, M.2
  • 35
    • 0001099021 scopus 로고    scopus 로고
    • The incidental parameter problem since 1948
    • Lancaster T. The incidental parameter problem since 1948. J. Econometrics 95 2 (2000) 391-413
    • (2000) J. Econometrics , vol.95 , Issue.2 , pp. 391-413
    • Lancaster, T.1
  • 36
    • 0037526664 scopus 로고
    • On an approximate likelihood for quantiles
    • Lavine M. On an approximate likelihood for quantiles. Biometrika 82 1 (1995) 220-222
    • (1995) Biometrika , vol.82 , Issue.1 , pp. 220-222
    • Lavine, M.1
  • 37
    • 0003367588 scopus 로고
    • Statistical Problems with Nuisance Parameters
    • Amer. Math. Soc., Providence, RI Translated from the Russian by Scripta Technica
    • Linnik J.V. Statistical Problems with Nuisance Parameters. Translations of Mathematical Monographs vol. 20 (1968), Amer. Math. Soc., Providence, RI Translated from the Russian by Scripta Technica
    • (1968) Translations of Mathematical Monographs , vol.20
    • Linnik, J.V.1
  • 38
    • 0000154718 scopus 로고
    • Elimination of nuisance parameters with reference priors
    • Liseo B. Elimination of nuisance parameters with reference priors. Biometrika 80 2 (1993) 295-304
    • (1993) Biometrika , vol.80 , Issue.2 , pp. 295-304
    • Liseo, B.1
  • 39
    • 67649329109 scopus 로고    scopus 로고
    • Liseo, B., Sun, D. (1999). A general method of comparison for likelihood. Technical Report, Università di Roma La Sapienza
    • Liseo, B., Sun, D. (1999). A general method of comparison for likelihood. Technical Report, Università di Roma La Sapienza
  • 41
    • 0346936577 scopus 로고
    • Proper likelihoods for Bayesian analysis
    • Monahan J., and Boos D. Proper likelihoods for Bayesian analysis. Biometrika 79 3 (1992) 271-278
    • (1992) Biometrika , vol.79 , Issue.3 , pp. 271-278
    • Monahan, J.1    Boos, D.2
  • 44
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • Neyman J., and Scott E. Consistent estimates based on partially consistent observations. Econometrica 16 (1948) 1-32
    • (1948) Econometrica , vol.16 , pp. 1-32
    • Neyman, J.1    Scott, E.2
  • 45
    • 0000060427 scopus 로고
    • Empirical likelihood ratio confidence intervals for a single functional
    • Owen A. Empirical likelihood ratio confidence intervals for a single functional. Biometrika 75 (1988) 237-249
    • (1988) Biometrika , vol.75 , pp. 237-249
    • Owen, A.1
  • 48
    • 0011359156 scopus 로고    scopus 로고
    • Likelihood and Bayesian approximation methods
    • Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds), Oxford University Press, New York
    • Reid N. Likelihood and Bayesian approximation methods. In: Berger J.O., Bernardo J.M., Dawid A.P., and Smith A.F.M. (Eds). Bayesian Statistics, vol. 5 (1996), Oxford University Press, New York 351-369
    • (1996) Bayesian Statistics, vol. 5 , pp. 351-369
    • Reid, N.1
  • 49
    • 1442276853 scopus 로고    scopus 로고
    • Modified profile likelihoods in models with stratum nuisance parameters
    • Sartori N. Modified profile likelihoods in models with stratum nuisance parameters. Biometrika 90 3 (2003) 533-549
    • (2003) Biometrika , vol.90 , Issue.3 , pp. 533-549
    • Sartori, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.