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Pace, Luigi and Salvan, Alessandra and Ventura, Laura (2007) On a likelihood interpretation of adjusted profile likelihoods through refined predictive densities. [Working Paper] WORKING PAPER SERIES, 14/2007 . , PADOVA (Inedito)

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Abstract (english)

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 straightforward interpretation for modified profile likelihoods, that complements results in Severini (1998a) and in Pace and Salvan (2006). Moreover, it outlines a form of consistency to second order between likelihood theory and prediction in frequentist inference.

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EPrint type:Working Paper
Anno di Pubblicazione:November 2007
Key Words:Estimative predictive density, Modified profile likelihood, Nuisance parameter, Predictive pivot, Profile likelihood, Second-order asymptotics.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7106
Depositato il:11 Sep 2014 14:35
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