Estimating a model through the conditional MLE

DOI10.1007/BF00121651zbMath0760.62027MaRDI QIDQ1206624

Takemi Yanagimoto

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

model selectionexponential familyAICconditional inferenceconditional maximum likelihood estimatordual Kullback-Leibler lossesunconditional MLE

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (5)

The Kullback-Leibler risk of the Stein estimator and the conditional MLE ⋮ Bayesian prediction of a density function in terms of \(e\)-mixture ⋮ Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model ⋮ Unnamed Item ⋮ Permissible boundary prior function as a virtually proper prior density

Cites Work

• A notion of an obstructive residual likelihood
• The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
• On sufficiency and ancillarity in the presence of a nuisance parameter
• Conditional score functions: Some optimality results
• Further analysis of the data by Akaike's information criterion and the finite corrections
• On Information and Sufficiency
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