The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions

DOI10.1007/S00184-009-0250-7MaRDI QIDQ604643zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 12 November 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0250-7

zbMATH Keywords

maximum likelihoodmisclassification errorBayes distancecanonical exponential family

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15)

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• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Large deviation theorems for empirical probability measures
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• The Probability in the Extreme Tail of a Convolution
• Tilted Edgeworth expansions for asymptotically normal vectors

Cited in

(5)

• Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data
• CHANCE OF MISCLASSIFICATION IN THE CASE OF SEVERAL NORMAL POPULATIONS
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• Selection of error probability laws by generalized modified profile likelihood
• Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions.

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