Flat and multimodal likelihoods and model lack of fit in curved exponential families

DOI10.1111/J.1467-9469.2010.00703.XzbMATH Open1226.62007OpenAlexW1962266029MaRDI QIDQ3103144FDOQ3103144

Authors: Rolf Sundberg 

Publication date: 26 November 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2010.00703.x

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zbMATH Keywords

seemingly unrelated regressionscore testRao teststatistical curvatureBehrens-Fisher modellikelihood equations with multiple rootsnon-unique MLE

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Title not available (Why is that?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Title not available (Why is that?)
• Principles of Statistical Inference
• Counting and Locating the Solutions of Polynomial Systems of Maximum Likelihood Equations, II: The Behrens-Fisher Problem
• Multiple solutions to the likelihood equations in the Behrens-Fisher problem
• The geometry of exponential families
• Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
• Computing all roots of the likelihood equations of seemingly unrelated regressions
• Title not available (Why is that?)

Cited In (3)

• Phenotypic evolution studied by layered stochastic differential equations
• Long runs under a conditional limit distribution
• Sequences of regressions and their independences

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