The asymptotic efficiency of conditional likelihood methods

DOI10.1093/biomet/71.2.305zbMath0568.62030OpenAlexW2055877788MaRDI QIDQ3684995

Kung-Yee Liang

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

zbMATH Keywords

exponential familiesnuisance parametersasymptotic efficiencyFisher informationconditional maximum likelihood estimatorconditional score testasymptotic weak ancillarityconditional likelihood methods

Mathematics Subject Classification ID

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

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