Parametric statistical models and likelihood

zbMath0691.62002MaRDI QIDQ1801224

Ole Eiler Barndorff-Nielsen

Publication date: 5 June 1993

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

moments; transport; invariant measures; group actions; asymptotic expansions; Edgeworth expansions; likelihood ratio statistics; maximum likelihood estimator; strings; fibre bundles; profile likelihood; covariant differentiation; partial sufficiency; intertwining; Laplace's method; tensors; conditional likelihood; modified profile likelihood; score vector; pseudo likelihood; geometric measures; multiarrays; transformation models; exponential models; parametrization invariance; approximately ancillary statistics; cumulants of m-dimensional random variables; geometry of parametric models; partial ancillarity; saddle- point approximations

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

62A01: Foundations and philosophical topics in statistics

62F99: Parametric inference

53A45: Differential geometric aspects in vector and tensor analysis

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62E10: Characterization and structure theory of statistical distributions

53C99: Global differential geometry

62F05: Asymptotic properties of parametric tests

53B05: Linear and affine connections

53A99: Classical differential geometry

62B05: Sufficient statistics and fields

62B99: Sufficiency and information

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