Parametric statistical models and likelihood

zbMath0691.62002MaRDI QIDQ1801224

Ole Eiler Barndorff-Nielsen

Publication date: 5 June 1993

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

moments; transport; invariant measures; group actions; asymptotic expansions; Edgeworth expansions; likelihood ratio statistics; maximum likelihood estimator; strings; fibre bundles; profile likelihood; covariant differentiation; partial sufficiency; intertwining; Laplace's method; tensors; conditional likelihood; modified profile likelihood; score vector; pseudo likelihood; geometric measures; multiarrays; transformation models; exponential models; parametrization invariance; approximately ancillary statistics; cumulants of m-dimensional random variables; geometry of parametric models; partial ancillarity; saddle- point approximations

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

62A01: Foundations and philosophical topics in statistics

62F99: Parametric inference

53A45: Differential geometric aspects in vector and tensor analysis

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62E10: Characterization and structure theory of statistical distributions

53C99: Global differential geometry

62F05: Asymptotic properties of parametric tests

53B05: Linear and affine connections

53A99: Classical differential geometry

62B05: Sufficient statistics and fields

62B99: Sufficiency and information

Related Items

Maximum likelihood estimation for the exponential power function parameters, Conditionally specified models and dimension reduction in the exponential families, MCMC methods to approximate conditional predictive distributions, Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator, Yokes and tensors derived from yokes, Using the prior mean of a nuisance parameter, Maximum likelihood estimation in exponential orthogeodesic models, Numerical conversion of likelihood to significance, Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model, Statistics, yokes and symplectic geometry, Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder)., On preferred point geometry in statistics, Generalized higher-order differentiation, On statistical manifolds of solutions of martingale problems, On the existence and uniqueness of JML estimates for the partial credit model, Informative barycentres in statistics, Approximating exponential models, The rules of conditional inference: Is there a universal definition of nonformation?, Robust Inference in Conditionally Linear Nonlinear Regression Models