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.
Adjustments of profile likelihood through predictive densities
SALVAN, ALESSANDRA;VENTURA, LAURA
2011
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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