Estimating functions and approximate conditional likelihood

DOI10.1093/BIOMET/74.4.695MaRDI QIDQ3765027zbMATH OpenOpenAlexFDO

Authors Kung-Yee Liang

Publication date 1987

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/74.4.695

zbMATH Keywords

approximate conditional likelihood methodasymptoticsbivariate normal meansconditional inferenceestimating functionnuisance parametersparameter orthogonalityprofile likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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• An extension of the conditional likelihood ratio test to the general multiparameter case
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• Likelihood functions based on parameter-dependent functions
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• Robust modified profile estimating function with application to the generalized estimating equation
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• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
• On comparing two methods for approximate conditional inference
• A time series illustration of approximate conditional likelihood
• Projected score methods for approximating conditional scores
• Asymptotic properties of a conditional maximum‐likelihood estimator
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• Parameter orthogonality and conditional profile likelihood: the exponential power function case
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• Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions
• scientific article; zbMATH DE number 6751555 (Why is no real title available?)
• The modified conditional sum-of-squares estimator for fractionally integrated models

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