Parameter orthogonality and conditional profile likelihood: the exponential power function case

DOI10.1080/03610929908832385zbMath0931.62019OpenAlexW1978440495MaRDI QIDQ4269500

Gianna Agrò

Publication date: 15 February 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832385

zbMATH Keywords

maximum likelihood estimationnuisance parametersconditional inferenceorthogonal parameters

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

A generalized error distribution copula-based method for portfolios risk assessment

Cites Work

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• Estimating equations in the presence of a nuisance parameter
• Estimating functions and approximate conditional likelihood
• Maximum likelihood estimation for the exponential power function parameters

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