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Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions |
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| Authors: | Yang Ning Kung‐Yee Liang Nancy Reid |
| Affiliation: | 1. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada;2. Department of Life Sciences and Institute of Genome Sciences, National Yang‐Ming University, Taiwan, ROC;3. Department of Statistical Science, University of Toronto, Toronto, Canada |
| Abstract: | |
| Keywords: | Composite likelihood higher order inference invariance nuisance parameters pseudo‐likelihood MSC 2010: Primary 62F03 secondary 62F10 |