A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators

DOI10.1016/0378-3758(93)90018-2zbMath0772.62019OpenAlexW1977871356WikidataQ126863042 ScholiaQ126863042MaRDI QIDQ2366572

Johann Pfanzagl

Publication date: 30 August 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90018-2

zbMATH Keywords

semiparametric modelsasymptotic equivalencemarginal maximum likelihood estimatorpsychological testsconditional maximum likelihood estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

On the identifiability of structural parameters in mixtures: Applications to psychological tests ⋮ On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation ⋮ How should we assess the fit of Rasch-type models? Approximating the power of goodness-of-fit statistics in categorical data analysis ⋮ On the loss of information in conditional maximum likelihood estimation of item parameters

Cites Work

• On a recurrent misuse of a classical functional equation result
• Estimation in semiparametric models. Some recent developments
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• On the identifiability of structural parameters in mixtures: Applications to psychological tests
• On the consistency of conditional maximum likelihood estimators

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