Maximum likelihood and decision theory

DOI10.1214/aos/1176345778zbMath0494.62004MaRDI QIDQ1169209

Efron, Bradley

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345778

zbMATH Keywords

maximum likelihood estimation; Fisher information; Stein estimation; Fisher information bound; geometry of maximum likelihood summarization

Mathematics Subject Classification ID

62A01: Foundations and philosophical topics in statistics

62B10: Statistical aspects of information-theoretic topics

62C05: General considerations in statistical decision theory

Related Items

Unnamed Item, A skew-normal factor model for the analysis of student satisfaction towards university courses, R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments)., The epic story of maximum likelihood, A characterization of second order efficiency in a curved exponential family, Information amount and higher-order efficiency in estimation, On exponential rates of likelihood ratio estimators for location parameters, A piecewise transition model for analyzing multistate life history data, Statistical decisions under nonparametric a priori information, R. A. Fisher and the making of maximum likelihood 1912--1922, Selection criteria for scatterplot smoothers, Quasi-likelihood or extended quasi-likelihood? An information-geometric approach, On the maximum-likelihood estimator for the location parameter of a cauchy distribution, The interpretation of maximum-likelihood estimation