Integrated likelihoods in models with stratum nuisance parameters

Electronic Journal of Statistics

Volumn 9, Issue 1, 2015, Pages 1474-1491

  De Bin, Riccardo ^a   Sartori, Nicola ^b   Severini, Thomas A ^c  

^a UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITY OF PADOVA   (Italy)

^c NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Modified profile likelihood; Non stationary autoregressive model; Profile likelihood; Profile score bias; Two index asymptotics

Indexed keywords

EID: 84982746810     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/15-EJS1045     Document Type: Article

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