Maximum likelihood in small samples: Estimation in the presence of nuisance parameters

DOI10.1093/BIOMET/67.3.515zbMATH Open0447.62040OpenAlexW2022368870MaRDI QIDQ3893142FDOQ3893142

Authors: David A. Sprott 

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.3.515

zbMATH Keywords

maximum likelihoodnuisance parametersconditionalityconfidence interval estimationStudent t approximation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Cited In (18)

• A useful reparameterization for the reliability in the Weibull case
• Robustness and maximum likelihood estimation
• Inferential estimation, likelihood, and linear pivotals
• Inferences for Accelerated Life Tests Considering a Bivariate Exponential Distribution
• The interpretation of maximum-likelihood estimation
• Use of approximate bayesian methods for the block and basu bivariate exponential distribution
• Effect of imprecisely known nuisance parameters on estimates of primary parameters
• On the behavior of mle of the scale parameter of the student family
• Allowance for skewness in maximum-likelihood estimation with application to the location-scale model
• Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
• Profile likelihood-based confidence intervals and regions for structural equation models
• The effect of reparametrization on accelerated lifetime tests
• A note on information loss in analyzing a mixture model of count data
• Confidence Intervals For A Population Size Based On A Capture-Recapture Model
• Maximum Likelihood Estimation of Parameters in a Mixture Model
• Laplace approximations for censored linear regression models
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• A study of linear model alysis by an error contour emulation

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