The Effect of Sampling Rules on Likelihood Statistics

DOI10.2307/1403049zbMath0574.62023OpenAlexW2322721205MaRDI QIDQ3692614

Ole Eiler Barndorff-Nielsen, David R. Cox

Publication date: 1984

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403049

zbMATH Keywords

Brownian motionsurvival analysislikelihood ratio statisticcensoringsequential samplingmaximum likelihood estimatorsPoisson processessequential stoppingBartlett adjustmentsBartlett factorhigher-order distribution theory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)

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