scientific article; zbMATH DE number 472951
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Publication:4272813
zbMath0797.62015MaRDI QIDQ4272813
Publication date: 2 January 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nuisance parametersorthogonalizationprofile likelihoodmaximum likelihood estimateobserved informationorthogonal parametersadjusted profile likelihood
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)
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Improved profile likelihood inference ⋮ AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD ⋮ A robust adjustment of the profile likelihood ⋮ Modified Wald test for regression disturbances ⋮ Integrated likelihoods in models with stratum nuisance parameters ⋮ Improved inference for the generalized Pareto distribution ⋮ The score function and a comparison of various adjustments of the profile likelihood ⋮ Bayesian variance estimation in the Gaussian sequence model with partial information on the means ⋮ Estimation and testing of regression disturbances based on modified likelihood functions ⋮ Adjusted estimates and Wald statistics for the AR(1) model with constant ⋮ Bootstrap confidence intervals. With comments and a rejoinder by the authors
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