The asymptotic efficiency of conditional likelihood methods
From MaRDI portal
Publication:3684995
DOI10.1093/biomet/71.2.305zbMath0568.62030OpenAlexW2055877788MaRDI QIDQ3684995
Publication date: 1984
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/71.2.305
exponential familiesnuisance parametersasymptotic efficiencyFisher informationconditional maximum likelihood estimatorconditional score testasymptotic weak ancillarityconditional likelihood methods
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (7)
Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions ⋮ A small sample simulation study of methods for log odds ratio regression analysis ⋮ Estimation of odds ratios under order restrictions ⋮ Conditional inference of Poisson models and information geometry: an ancillary review ⋮ Simultaneous equations and panel data ⋮ Tests and diagnostics for heterogeneity in the species problem
This page was built for publication: The asymptotic efficiency of conditional likelihood methods