Adjustments of profile likelihood through predictive densities

Luigi Pace (), Alessandra Salvan () and Laura Ventura ()

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 5, pages 923-937

Keywords: Estimative predictive density; Modified profile likelihood; Nuisance parameter; Predictive pivot; Profile likelihood; Second-order asymptotics (search for similar items in EconPapers)
Date: 2011
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