Prior distributions from pseudo-likelihoods in the presence of nuisance parameters

Journal of the American Statistical Association

Volumn 104, Issue 486, 2009, Pages 768-774

  Ventura, Laura ^a   Cabras, Stefano ^b   Racugno, Walter ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Conditional likelihood; Frequentist coverage probability; Marginal likelihood; Marginal posterior distribution; Matching prior; Modified profile likelihood; Orthogonal parameters

Indexed keywords

EID: 66549114397     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2009.0133     Document Type: Article

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