Adjustments of profile likelihood through predictive densities

Adjustments of profile likelihood through predictive densities

In this paper, a second-order link between adjusted profile likelihoods and refinements of the estimative predictive density is shown. The result provides a new interpretation for modified profile likelihoods that complements results in the literature. Moreover, it suggests how to construct adjusted...

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Veröffentlicht in:Annals of the Institute of Statistical Mathematics 2011-10, Vol.63 (5), p.923-937
Hauptverfasser: Pace, Luigi, Salvan, Alessandra, Ventura, Laura
Format: Artikel
Sprache:eng
Schlagworte:
Adjustment
Approximation
Asymptotic methods
Complement
Construction
Density
Economics
Estimating techniques
Finance
Insurance
Links
Management
Mathematical analysis
Mathematics
Mathematics and Statistics
Random variables
Social exclusion
Statistical analysis
Statistics
Statistics for Business
Studies
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Beschreibung
Zusammenfassung:In this paper, a second-order link between adjusted profile likelihoods and refinements of the estimative predictive density is shown. The result provides a new interpretation for modified profile likelihoods that complements results in the literature. Moreover, it suggests how to construct adjusted profile likelihoods using accurate predictive densities.
ISSN:0020-3157
1572-9052
DOI:10.1007/s10463-010-0274-9