On a formula for the distribution of the maximum likelihood estimator (Q3314725)

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scientific article; zbMATH DE number 3844809
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    On a formula for the distribution of the maximum likelihood estimator
    scientific article; zbMATH DE number 3844809

      Statements

      On a formula for the distribution of the maximum likelihood estimator (English)
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      1983
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      conditional distribution of maximum likelihood estimator
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      modified profile likelihood
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      bivariate generalization of inverse Gaussian distribution
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      composite transformation models
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      ancillarity
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      conditionality
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      elimination of nuisance parameters
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      hyperboloid model
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      information
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      invariant measure
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      maximal invariant
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      quasilikelihood
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      saddlepoint approximation
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      stable distribution
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