Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model

DOI10.1016/S0047-259X(02)00050-7MaRDI QIDQ1400147zbMATH OpenOpenAlexFDO

Authors Hironori Fujisawa

Publication date 13 August 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0047-259x(02)00050-7

zbMATH Keywords

asymptotic efficiencybiasconnectionsdifferential geometrical approachKullback-Leibler riskmean Pythagorean relationorthogonal parameterparallel foliationtensors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99)

Recommendations

• scientific article; zbMATH DE number 3965182
• Asymptotic properties of a conditional maximum‐likelihood estimator
• scientific article; zbMATH DE number 3878157
• Asymptotic properties of the maximum likelihood estimator of a randomly censored exponential parameter
• scientific article; zbMATH DE number 3938271
• Asymptotic properties of maximum likelihood estimators from dependent observations
• scientific article; zbMATH DE number 4013758
• scientific article; zbMATH DE number 1136713
• A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators

Cites work

• An exponential subfamily which admits UMPU tests based on a single test statistic
• Asymptotic properties of a conditional maximum‐likelihood estimator
• Differential geometry of curved exponential families. Curvatures and information loss
• Differential geometry, profile likelihood, L-sufficiency and composite transformation models
• Differential-geometrical methods in statistics
• Estimating a model through the conditional MLE
• Exponential models with affine dual foliations
• scientific article; zbMATH DE number 3644325 (Why is no real title available?)
• scientific article; zbMATH DE number 3864288 (Why is no real title available?)
• scientific article; zbMATH DE number 3878157 (Why is no real title available?)
• scientific article; zbMATH DE number 3965182 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• Reproductive exponential families
• The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
• The Kullback-Leibler risk of the Stein estimator and the conditional MLE

Cited in

(4)

• Estimating a model through the conditional MLE
• scientific article; zbMATH DE number 3878157 (Why is no real title available?)
• scientific article; zbMATH DE number 3965182 (Why is no real title available?)
• Asymptotic properties of a conditional maximum‐likelihood estimator

This page was built for publication: Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1400147)