Conditional inference and Cauchy models

DOI10.1093/BIOMET/79.2.247MaRDI QIDQ4015829zbMATH OpenOpenAlexFDO

Authors P. McCullagh

Publication date 29 November 1992

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/79.2.247

zbMATH Keywords

maximal invarianttwo-parameter Cauchy modelprojective groupprobable errorpivotal statisticnon-Bayesian conditional inferencemoderate deviationsMöbius transformations of the sample spaceminimal sufficientmaximum likelihood estimateancillaritylarge deviationsgroup transformation modelfiducial distributionconfigurationconfidence densityconditional coverage probability assessmentscomplex-valued parameterchoice of ancillaryBrownian motion

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15)

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