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- W4283661803 abstract "Abstract Models whose associated likelihood functions fruitfully factorise are an important minority allowing elimination of nuisance parameters via partial likelihood, an operation that is valuable in both Bayesian and frequentist inferences, particularly when the number of nuisance parameters is not small. After some general discussion of partial likelihood, we focus on marginal likelihood factorisations, which are particularly difficult to ascertain from elementary calculations. We suggest a systematic approach for deducing transformations of the data, if they exist, whose marginal likelihood functions are free of the nuisance parameters. This is based on the solution to an integro-differential equation constructed from aspects of the Laplace transform of the probability density function, for which candidate solutions solve a simpler first-order linear homogeneous differential equation. The approach is generalised to the situation in which such factorisable structure is not exactly present. Examples are used in illustration. Although motivated by inferential problems in statistics, the proposed construction is of independent interest and may find application elsewhere." @default.
- W4283661803 created "2022-06-29" @default.
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- W4283661803 date "2022-06-28" @default.
- W4283661803 modified "2023-10-09" @default.
- W4283661803 title "On partial likelihood and the construction of factorisable transformations" @default.
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- W4283661803 doi "https://doi.org/10.1007/s41884-022-00068-8" @default.
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