The elimination of nuisance parameters has classically been tackled by various ad hoc devices, and has led to a number of attemps to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.
@article{urn:eudml:doc:40819,
title = {A Bayesian look at nuisance parameters.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {31},
year = {1980},
pages = {167-184},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40819}
}
Dawid, A. Philip. A Bayesian look at nuisance parameters.. Trabajos de Estadística e Investigación Operativa, Tome 31 (1980) pp. 167-184. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40819/