Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1059.62521
Berger, James O.; Liseo, Brunero; Wolpert, Robert L.
Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). (English)
[J] Stat. Sci. 14, No. 1, 1-28 (1999). ISSN 0883-4237

Summary: Elimination of nuisance parameters is a central problem in statistical inference and has been formally studied in virtually all approaches to inference. Perhaps the least studied approach is elimination of nuisance parameters through integration, in the sense that this is viewed as an almost incidental byproduct of Bayesian analysis and is hence not something which is deemed to require separate study. There is, however, considerable value in considering integrated likelihood on its own, especially versions arising from default or noninformative priors. In this paper, we review such common integrated likelihoods and discuss their strengths and weaknesses relative to other methods.

MSC 2000:: *62F15 Bayesian inference
62A01 Foundational and philosophical topics
62F10 Point estimation

Keywords: Marginal likelihood; nuisance parameters; profile likelihood; reference priors

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]