Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models
From MaRDI portal
Publication:4851501
DOI10.1093/biomet/82.3.489zbMath0830.62002MaRDI QIDQ4851501
Publication date: 10 October 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/82.3.489
conditional inference; ancillarity; modified profile likelihood; exponential transformation models; curved exponential models; modified directed likelihood; ordinary repeated sampling; conditionality property
62F12: Asymptotic properties of parametric estimators
62A01: Foundations and philosophical topics in statistics
Related Items
On the conditions for the existence of ancillary statistics in a curved exponential family, Adjustments of profile likelihood through predictive densities, Yokes and symplectic structures, Identification and validation of stable ARFIMA processes with application to UMTS data, Multivariate FX models with jumps: triangles, quantos and implied correlation, Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions, Integrated likelihood computation methods, Improved profile likelihood inference