Optimality of marginal likelihood estimating equations

DOI10.1080/03610928708829467MaRDI QIDQ3795057zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928708829467

zbMATH Keywords

ancillarityconditional completenessmarginal likelihoodsoptimality resultspartial score

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• An Optimum Property of Regular Maximum Likelihood Estimation
• Conditional likelihood and unconditional optimum estimating equations
• Conditional score functions: Some optimality results
• The foundations of finite sample estimation in stochastic processes

Cited in

(8)

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• Optimizing in the class of Fuller modified limited information maximum likelihood estimators
• Estimating the marginal likelihood using the arithmetic mean identity
• A criterion of sensitivity of an estimating function
• Information, ancillarity, and sufficiency in the presence of nuisance parameters
• Completeness and optimality of marginal likelihood estimating equations
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• Loss of information in the presence of nuisance parameters and partial sufficiency

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