The interpretation of maximum-likelihood estimation

DOI10.2307/3314722zbMATH Open0542.62019OpenAlexW2019724159MaRDI QIDQ3330299FDOQ3330299

Authors: David A. Sprott, Román Viveros-Aguilera 

Publication date: 1984

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314722

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zbMATH Keywords

informationmaximum likelihood estimationbiasvariancelinearityconditional inferenceancillary statisticsapproximately linearapproximately pivotal

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Two new properties of mathematical likelihood
• Normal likelihood functions
• Some Problems Connected with Statistical Inference
• The Logic of Inductive Inference
• The Comparison of Proportions: A Review of Significance Tests, Confidence Intervals and Adjustments for Stratification
• Maximum likelihood and decision theory
• Minimum chi-square, not maximum likelihood!
• Estimating Component Failure Rates from Combined Component and Systems Data: Exponentially Distributed Component Lifetimes
• Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
• On asymptotic ancillarity and inference for Yule and regular nonergodic processes
• Title not available (Why is that?)
• Examples of Likelihoods and Comparison with Point Estimates and Large Sample Approximations
• Robustness and maximum likelihood estimation

Cited In (13)

• Title not available (Why is that?)
• A small sample optimality property of the M. L. E
• Totally maximum likelihood estimate and method of fractional steps for maximum likelihood estimation
• An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data
• Optimal estimating functions, quasi-likelihood and statistical modelling
• Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
• Model Interpretation from the Additive Elements of the Likelihood Function
• Locally quadratic log likelihood and data-based transformations
• Linear systems of pivotals and associated pivotal likelihoods with applications
• SEMIPARAMETRIC CONFIDENCE INTERVALS BASED ON ESTIMATING FUNCTIONS
• Title not available (Why is that?)
• Maximum Likelihood: An Introduction
• Scnditignal inference and maximum likelihood in a capture-recapture model

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