On a formula for the distribution of the maximum likelihood estimator
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Publication:3314725
DOI10.1093/BIOMET/70.2.343zbMath0532.62006OpenAlexW2161364915WikidataQ64388443 ScholiaQ64388443MaRDI QIDQ3314725
Publication date: 1983
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/70.2.343
saddlepoint approximationinformationinvariant measureancillaritystable distributionmaximal invariantmodified profile likelihoodconditionalityhyperboloid modelquasilikelihoodcomposite transformation modelselimination of nuisance parametersbivariate generalization of inverse Gaussian distributionconditional distribution of maximum likelihood estimator
Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15)
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