Allowance for skewness in maximum-likelihood estimation with application to the location-scale model
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Publication:3799494
DOI10.2307/3315254zbMath0653.62021MaRDI QIDQ3799494
Publication date: 1987
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315254
efficiency; normal distribution; bias; skewness; conditional inference; saddlepoint approximations; location-scale family; maximum-likelihood estimation; ancillary statistics; log F distribution; t-distribution; profile likelihoods; linear pivotals
62F10: Point estimation
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Bayesian interim analysis of lifetime data, Laplace approximations for censored linear regression models, Inferential estimation, likelihood, and linear pivotals
Cites Work
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- On a formula for the distribution of the maximum likelihood estimator
- Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
- Two new properties of mathematical likelihood
- Normal likelihoods and their relation to large sample theory of estimation