Default prior distributions from quasi- and quasi-profile likelihoods |
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Authors: | L Ventura S Cabras W Racugno |
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Institution: | 1. Department of Statistics, University of Padova, Italy;2. Department of Mathematics and Informatics, University of Cagliari, Italy |
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Abstract: | In some problems of practical interest, a standard Bayesian analysis can be difficult to perform. This is true, for example, when the class of sampling parametric models is unknown or if robustness with respect to data or to model misspecifications is required. These situations can be usefully handled by using a posterior distribution for the parameter of interest which is based on a pseudo-likelihood function derived from estimating equations, i.e. on a quasi-likelihood, and on a suitable prior distribution. |
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Keywords: | Estimating equation Jeffreys&rsquo prior Matching prior Nuisance parameter Pseudo-likelihood Robustness |
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