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Adjustments of profile likelihood through predictive densities

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Abstract

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.

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Authors and Affiliations

  1. Department of Statistics, University of Udine, Udine, Italy

    Luigi Pace

  2. Department of Statistics, University of Padova, Padova, Italy

    Alessandra Salvan & Laura Ventura

Authors
  1. Luigi Pace
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  2. Alessandra Salvan
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  3. Laura Ventura
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Corresponding author

Correspondence to Alessandra Salvan.

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Pace, L., Salvan, A. & Ventura, L. Adjustments of profile likelihood through predictive densities. Ann Inst Stat Math 63, 923–937 (2011). https://doi.org/10.1007/s10463-010-0274-9

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  • DOI: https://doi.org/10.1007/s10463-010-0274-9

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