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Nicola Sartori (University of Padova)

23 November 2012 @ 12:00

 

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Date:
23 November 2012
Time:
12:00
Event Category:

Calibrating hybrid pseudo likelihood ratios for a parameter of interest

For inference about a parameter of interest in the presence of nuisance parameters, we consider a pseudo likelihood obtained from a genuine or composite likelihood by replacing the nuisance component with an estimate based on a generic estimating equation. Suitable adjustments are developed for the resulting pseudo likelihood ratio statistic, taking into account both nuisance estimation procedure and possible misspecification.

Joint work with L. Pace and A. Salvan