The penalized profile sampler
نویسندگان
چکیده
منابع مشابه
The penalized profile sampler
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method [9] obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior distribution obtained by multiplying a profiled penalized log-likelihood by a prior for the parametric component, where the profiling and penalization are applied to the nuisance parameter. B...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.05.001