The interpretation of maximum-likelihood estimation

DOI10.2307/3314722MaRDI QIDQ3330299zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

informationmaximum likelihood estimationbiasvariancelinearityconditional inferenceancillary statisticsapproximately linearapproximately pivotal

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 3573128 (Why is no real title available?)
• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Estimating Component Failure Rates from Combined Component and Systems Data: Exponentially Distributed Component Lifetimes
• Examples of Likelihoods and Comparison with Point Estimates and Large Sample Approximations
• Maximum likelihood and decision theory
• Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
• Minimum chi-square, not maximum likelihood!
• Normal likelihood functions
• On asymptotic ancillarity and inference for Yule and regular nonergodic processes
• Robustness and maximum likelihood estimation
• Some Problems Connected with Statistical Inference
• The Comparison of Proportions: A Review of Significance Tests, Confidence Intervals and Adjustments for Stratification
• The Logic of Inductive Inference
• Two new properties of mathematical likelihood

Cited in

(14)

• Confidence intervals after multiple imputation: combining profile likelihood information from logistic regressions
• Scnditignal inference and maximum likelihood in a capture-recapture model
• scientific article; zbMATH DE number 1782376 (Why is no real title available?)
• 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
• Model Interpretation from the Additive Elements of the Likelihood Function
• Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
• Locally quadratic log likelihood and data-based transformations
• Linear systems of pivotals and associated pivotal likelihoods with applications
• scientific article; zbMATH DE number 3888706 (Why is no real title available?)
• SEMIPARAMETRIC CONFIDENCE INTERVALS BASED ON ESTIMATING FUNCTIONS
• Maximum Likelihood: An Introduction

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