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Adjustments of profile likelihood through predictive densities

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  • Luigi Pace

  • Alessandra Salvan

  • Laura Ventura

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Suggested Citation

  • Luigi Pace & Alessandra Salvan & Laura Ventura, 2011. "Adjustments of profile likelihood through predictive densities," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 923-937, October.
    • Handle: RePEc:spr:aistmt:v:63:y:2011:i:5:p:923-937
    DOI: 10.1007/s10463-010-0274-9
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    References listed on IDEAS

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    1. Blundell,Richard & Newey,Whitney & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521692106, Enero-Abr.
    2. Blundell,Richard & Newey,Whitney & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521871549, Enero-Abr.
    3. Steven E. Stern, 1997. "A Second‐order Adjustment to the Profile Likelihood in the Case of a Multidimensional Parameter of Interest," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(3), pages 653-665.
    4. Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521871532, Enero-Abr.
    5. N. Sartori, 2003. "Modified profile likelihoods in models with stratum nuisance parameters," Biometrika, Biometrika Trust, vol. 90(3), pages 533-549, September.
    6. Marriott,Paul & Salmon,Mark (ed.), 2000. "Applications of Differential Geometry to Econometrics," Cambridge Books, Cambridge University Press, number 9780521651165, Enero-Abr.
    7. Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521692090, Enero-Abr.
    8. Thomas A. Severini, 2007. "Integrated likelihood functions for non-Bayesian inference," Biometrika, Biometrika Trust, vol. 94(3), pages 529-542.
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