On a criticism of the profile likelihood function

DOI10.1007/S00362-007-0056-5zbMath1312.62010OpenAlexW2064360296WikidataQ54148387 ScholiaQ54148387MaRDI QIDQ1019439

José A. Montoya, David A. Sprott, Eloísa Díaz-Francés

Publication date: 2 June 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0056-5

zbMATH Keywords

singularitiesnuisance parametersconditional likelihoodthreshold parametersintegrated likelihoodmarginal likelihoodsmaximized likelihood

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Related Items (5)

Understanding and Addressing the Unbounded “Likelihood” Problem ⋮ A new method to build spatio-temporal covariance functions: analysis of ozone data ⋮ Likelihood decision functions ⋮ The simplicity of likelihood based inferences for \(P(X<Y)\) and for the ratio of means in the exponential model ⋮ Estimation of the reliability parameter for three-parameter Weibull models

Uses Software

• SPLIDA

Cites Work

• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Statistical inference in science
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