Conditional inference and Cauchy models

DOI10.1093/biomet/79.2.247zbMath0753.62002OpenAlexW2023042863MaRDI QIDQ4015829

Peter McCullagh

Publication date: 29 November 1992

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.2.247

zbMATH Keywords

Brownian motionconfigurationlarge deviationsmoderate deviationsmaximum likelihood estimateprojective groupancillaritymaximal invariantpivotal statisticfiducial distributionconfidence densityprobable errorgroup transformation modelminimal sufficientchoice of ancillarycomplex-valued parameterconditional coverage probability assessmentsMöbius transformations of the sample spacenon-Bayesian conditional inferencetwo-parameter Cauchy model

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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