Parameter orthogonality and conditional profile likelihood: the exponential power function case

DOI10.1080/03610929908832385MaRDI QIDQ4269500zbMATH OpenOpenAlexFDO

Authors Gianna Agrò

Publication date 15 February 2000

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

Full work available at URL https://doi.org/10.1080/03610929908832385

zbMATH Keywords

conditional inferencemaximum likelihood estimationnuisance parametersorthogonal parameters

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• Estimating equations in the presence of a nuisance parameter
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• Maximum likelihood estimation for the exponential power function parameters

Cited in

(4)

• A generalized error distribution copula-based method for portfolios risk assessment
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• scientific article; zbMATH DE number 3998953 (Why is no real title available?)

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