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

DOI10.1016/S0047-259X(02)00050-7zbMath1023.62022OpenAlexW2004276865MaRDI QIDQ1400147

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 efficiencyconnectionsbiastensorsKullback-Leibler riskorthogonal parameterdifferential geometrical approachmean Pythagorean relationparallel foliation

Mathematics Subject Classification ID

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

Cites Work

• Exponential models with affine dual foliations
• Reproductive exponential families
• Differential geometry, profile likelihood, L-sufficiency and composite transformation models
• The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
• An exponential subfamily which admits UMPU tests based on a single test statistic
• Estimating a model through the conditional MLE
• The Kullback-Leibler risk of the Stein estimator and the conditional MLE
• Differential geometry of curved exponential families. Curvatures and information loss
• Differential-geometrical methods in statistics
• Asymptotic properties of a conditional maximum‐likelihood estimator
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