An Optimum Property of Regular Maximum Likelihood Estimation

From MaRDI portal
Publication:5729586

DOI10.1214/aoms/1177705693zbMath0118.34301OpenAlexW2005986688MaRDI QIDQ5729586

V. P. Godambe

Publication date: 1961

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177705693




Related Items

Combining estimators to improve structural model estimation and inference under quadratic lossA graded scale of parametric families of distributions, and parameter estimates based on the sample meanModeling financial durations using penalized estimating functionsZ-estimation and stratified samples: application to survival modelsThe main contributions of robust statistics to statistical science and a new challengeAdmissibility of an estimate obtained by the method of moments in the presence of a nuisance shift parameterInformation in generalized method of moments estimation and entropy-based moment selectionEstimation and inference in the case of competing sets of estimating equationsA note on smoothed estimating functionsA pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical testsEmpirical likelihood and estimating equations for survey data analysisAdaptive estimation of autoregressive models with time-varying variancesMaximum entropy autoregressive conditional heteroskedasticity modelEstimation for partially observed Markov processesOptimal martingale estimating equations in a stochastic processMultilevel modeling of insurance claims using copulasNonparametric estimation of the mean function of a stochastic process with missing observa\-tionsLeast informative distributions in maximum \(q\)-log-likelihood estimationAnalysis of binary spatial data by quasi-likelihood estimating equationsOptimal estimating functions, quasi-likelihood and statistical modellingOn information inequalities in sequential estimation for stochastic processesA review of asymptotic theory of estimating functionsParsimonious and powerful composite likelihood testing for group difference and genotype-phenotype associationHilbert space methods in classical problems of mathematical statisticsNonparametric estimation for some nonlinear modelsSequential estimation for a family of counting processes in the nuisance parameter caseRegression analysis under incomplete linkageParameter estimation in the spatial auto-logistic model with working independent subblocksTime-invariant restrictions of volatility functionals: efficient estimation and specification testsCombining isotonic regression and EM algorithm to predict genetic risk under monotonicity constraintRegularization of Bayesian quasi-likelihoods constructed from complex estimating functionsProjection pursuit via white noise matricesHigher-order asymptotics for scoring rulesModeling dependence dynamics through copulas with regime switchingExtension of the inequality for the variance of an estimator by Bayesian processEmpirical likelihood for generalized linear models with missing responsesAnalysis of growth curves with patterned correlation matrices using quasi-least squaresFinite sample optimality of maximum partial likelihood estimation in Cox's model for counting processesIdentification of stochastic nonlinear models using optimal estimating functionsPrediction-based estimating functions: review and new developmentsComposite likelihood methods for histogram-valued random variablesA note on the uniqueness of the quasi-likelihood estimatorHypothesis testing for some time-series models: a power comparisonAsymptotic optimality of estimating function estimator for CHARN modelSome properties of an estimator for the basic reproduction number of the general epidemic modelA conversation with V. P. GodambeEstimating function approach for CHARN modelsRedescending \(M\)-estimatorsOptimal estimating function for estimation and prediction in semi-parametric modelsThe large sample properties of the solutions of general estimating equationsMonitoring vaccine safety by studying temporal variation of adverse events using vaccine adverse event reporting systemMultivariate extreme value copulas with factor and tree dependence structuresA new mixed MNP model accommodating a variety of dependent non-normal coefficient distributionsJoint estimation of offspring mean and offspring variance of controlled branching processAn identity for the Fisher information and Mahalanobis distanceEstimation of multivariate non-linear time series modelsCopulas, credit portfolios, and the broken heart syndrome. An interview with David X. LiOptimal estimation for semimartingale neuronal modelsA note on the Mantel-Haenszel estimators when the common effect assumptions are violatedSklar's Omega: A Gaussian Copula-Based Framework for Assessing AgreementInference functions and quadratic score testsSmoothed estimates for models with random coefficients and infinite variance innovationsEstimators of diffusions with randomly spaced discrete observations: a general theoryModerate deviations of generalized method of moments and empirical likelihood estimatorsBayesian and likelihood-based inference for the bivariate normal correlation coefficientObjective Bayesian inference with proper scoring rulesSome aspects of the theory of estimating equationsNonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknifeOn composite marginal likelihoodsEditorial. Moment restriction-based econometric methods: an overviewPairwise likelihood inference for ordinal categorical time seriesConsistency of minimum contrast estimators in non-standard casesOptimal unbiased statistical estimating functions for Hilbert space valued parametersAsymptotics of estimating equations under natural conditions.Combining moment estimates of a parameter common through strataA minimax approach to consistency and efficiency for estimating equationsAsymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equationsMoment based approaches to Value the Risk of contingent claim portfoliosQuasi-likelihood estimation for semimartingalesAn extension of quasi-likelihood estimationConditioning on ancillary statistics and loss of information in the presence of nuisance parametersAbundance estimation based on optimal estimating function with missing covariates in capture-recapture studiesNonexistence of an unbiased estimating function for the Cox modelThe incidental parameter problem since 1948Multiparametric estimating equationsInference for nonstationary time series of counts with application to change-point problemsA generalized quasi-likelihood estimationPrediction via estimating functionsOrthogonal projections and the geometry of estimating functions.Unbiased statistical estimation functions for parameters in presence of nuisance parametersSome comments on maximum likelihood and partial least squares methodsFoundations of multivariate inference using modern computersThe MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.Generalized moment based estimation and inferenceOne approach to the construction of stable estimation proceduresA note on the super efficient estimatorAnalysis of multivariate longitudinal data using quasi-least squaresEstimation in conditional first order autoregression with discrete supportExpectation-robust algorithm and estimating equations for means and dispersion matrix with missing dataA copula-based algorithm for discovering patterns of dependent observationsA characterization of Morris family of distributions with the help of estimating functionsA geometric optimally of Cox's partial likelihoodLikelihood-based estimation in a panel setting: robustness, redundancy and validity of copulasON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATIONON ESTIMATING FUNCTIONS IN THE PRESENCE OF A NUISANCE PARAMETEROptimal estimating functions in incomplete data and length biased sampling data problemsMixture models for ordinal data: a pairwise likelihood approachA criterion of sensitivity of an estimating functionUnnamed ItemProfile Likelihood Based Confidence Intervals for Common Intraclass Correlation CoefficientDeletion diagnostics for alternating logistic regressionsLongitudinal data analysis using the conditional empirical likelihood methodEmpirical likelihood method for non-ignorable missing data problemsI Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?DERIVATIVES BY RATIO PRINCIPLE FOR q-SETS ON THE TIME SCALE CALCULUSBootstrap adjustments of signed scoring rule root statisticsOn the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*New derivations of the maximum likelihood estimator and the likelihood ratio testInference and forecasting for continuous-time integer-valued trawl processesOn solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear modelComments on Divergence vs. Decision P‐valuesA dependent frequency-severity approach to modeling longitudinal insurance claimsEstimation of Network Parameters in Semiparametric Stochastic PerceptronAberrant Crypt Foci and Semiparametric Modeling of Correlated Binary DataEnhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula constructionStudent‐t stochastic volatility model with composite likelihood EM‐algorithmEstimation of parameters in survey sampling: OptimalityGeneralized estimators, slope, efficiency, and Fisher information boundsComposite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random EffectsMultivariate meta-analysis for data consortia, individual patient meta-analysis, and pooling projectsPractical small sample inference for single lag subset autoregressive modelsOn the bias of the score function of finite mixture modelsOptimal estimating function for weak location‐scale dynamic modelsGeneralised likelihood profiles for models with intractable likelihoodsObservation-driven filtering of time-varying parameters using moment conditionsESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONSReplicated INAR(1) processesA modified likelihood ratio test for the mean direction in the von mises distributionQuasi score-driven modelsAsymptotically optimal estimating equation with strongly consistent solutions for longitudinal dataThe efficient modelling of high frequency transaction data: a new application of estimating functions in financial economicsOptimality of marginal likelihood estimating equationsA Novel Parameter Estimation Method for Boltzmann MachinesAccurate confidence intervals from recapture experimentsComposite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one valuesRecursive parameter estimation for semimartingalesA CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEMOn efficient dimension reduction with respect to a statistical functional of interestPopulation-averaged and subjectspecific approaches for clustered categorical dataAnalysis of association football playing styles: An innovative method to cluster networksOptimal nonparametric estimation for some semimartingale stochastic differential equationsUnnamed ItemIterative estimating equations: Linear convergence and asymptotic propertiesStratified Analysis in Randomized Trials with NoncomplianceInference for stochastic neuronal modelsOn empirical likelihood for semiparametric two-sample density ratio modelsInformation Ratio Test for Model Misspecification in Quasi-Likelihood InferenceResidual components in generalized linear modelsEstimating functions in the Bayesian paradigmTest of homogeneity in semiparametric two-sample density ratio modelsOn Optimal Estimating Functions in the Presence of Nuisance ParametersInference for stochastic neuronal modelsReducing the sensitivity to nuisance parameters in pseudo‐likelihood functionsRobust Regression for Clustered Data with Application to Binary ResponsesOptimal nonparametric estimation for some semimartingale stochastic differential equationsOn approximate likelihood inference in a poisson mixed modelOptimum percentile estimating equations for nonlinear random coefficient modelsTruncated quasi-score function in the 1-dependent and stationary caseMinimum Scoring Rule InferenceAn extension of the Cramér-Rao inequality for the sequential caseGEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West GermanyAn alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specificationGeneralized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind GustsZur optimalen schätzung des strukturparameters eines kollektivs einander ähnlicher kleiner beständeStatistical Manifolds Admitting Torsion and Partially Flat SpacesEstimating Abundance from Presence–Absence Maps via a Paired Negative‐Binomial ModelA note on empirical likelihoods derived from pairwise score functionsEmpirical Likelihood Inference for the Rao‐Hartley‐Cochran Sampling DesignGeneralized $$C(\alpha )$$ Tests for Estimating Functions with Serial DependenceOptimal estimation of polynomial hazard functionsQuadratic Inference Functions for Varying‐Coefficient Models with Longitudinal DataOrthogonal Locally Ancillary Estimating Functions with Application to Stratified Clustered DataEstimating Spiking Irregularities Under Changing EnvironmentsUnnamed ItemMoment Conditions and Bayesian Non-ParametricsOn composite likelihood estimation of a multivariate INAR(1) modelLikelihood inference in complex settingsParameter estimation in multivariate logit models with many binary choicesInvariant tests based onM-estimators, estimating functions, and the generalized method of momentsOn gee-based regression estimators under first moment misspegificationEstimation for aggregate models: The aggregate Markov chainOn the Boundedness and Nonmonotonicity of Generalized Score StatisticsON THE ASYMPTOTIC EFFICIENCY OF GMM