Adjustments to Profile Likelihood
研究了从参数依赖数据函数构建的条件和边际似然中，支持度量选择对参数依赖的影响，并利用Barndorff-Nielsen近似来改进这些似然，适用于统计推断方法研究。
Conditional and marginal likelihoods constructed from parameter-dependent functions of the data have an additional parameter dependence that changes with the choice of supporting metric for the corresponding densities. We consider constructing marginal and conditional likelihoods by using densities expressed in terms of an instrinsic choice of support measure, based on either Euclidean metric or the constant information metric. Barndorff-Nielsen's (1983) approximation to the distribution of the maximum likelihood estimate is used to approximate these conditional and marginal likelihood of Barndorff-Nielsen (1983) and the approximate conditional likelihood of Cox & Reid (1987). The normal circle problem is examined in some detail.