On sufficiency and ancillarity in the presence of a nuisance parameter
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Publication:3886647
DOI10.1093/biomet/67.1.155zbMath0443.62004OpenAlexW2014311249MaRDI QIDQ3886647
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.1.155
Fisher informationnuisance parameterancillarityconditional likelihoodcomplete sufficient statisticoptimal estimating equation
Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10) Sufficient statistics and fields (62B05)
Related Items (16)
Analysis of marginal and conditional density functions for separate inference ⋮ A notion of an obstructive residual likelihood ⋮ The conditional maximum likelihood estimator of the shape parameter in the gamma distribution ⋮ Information, ancillarity, and sufficiency in the presence of nuisance parameters ⋮ Estimation of parameters in survey sampling: Optimality ⋮ Conditional inference of Poisson models and information geometry: an ancillary review ⋮ Contemporary frequentist views of the \(2\times 2\) binomial trial ⋮ Constructing elementary procedures for inference of the gamma distribution ⋮ Estimating a model through the conditional MLE ⋮ On the structure of probability measure families admitting a partially sufficient \(\sigma\)-field ⋮ Estimating functions for conditional inference: many nuisance parameter case ⋮ Conditioning on ancillary statistics and loss of information in the presence of nuisance parameters ⋮ Multiparametric estimating equations ⋮ CONDITIONING IN DYNAMIC MODELS ⋮ Loss of information in the presence of nuisance parameters and partial sufficiency ⋮ One from many: estimating a function of many parameters
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