On the stability of maximum‐likelihood estimators of orthogonal parameters

DOI10.2307/3314851MaRDI QIDQ4729161zbMATH OpenOpenAlexFDO

Authors N. Reid, D. R. Cox

Publication date 1989

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314851

zbMATH Keywords

asymptotic expansionnuisance parametersnonlinear functionconditional inferenceorthogonal parametersmaximum-likelihood estimateleast informativeoverall maximum- likelihood point

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

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• Dealing with monotone likelihood in a model for speckled data
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Adjusted profile likelihoods for the weibull shape parameter
• Gram-Schmidt-Fisher scoring algorithm for parameter orthogonalization in MLE
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• Stein 1956: Efficient nonparametric testing and estimation
• Improved likelihood inference for the shape parameter in Weibull regression

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