Asymptotic properties of a conditional maximum‐likelihood estimator

DOI10.2307/3315575zbMath0753.62015OpenAlexW2000564023MaRDI QIDQ4018594

Helaman R. P. Ferguson

Publication date: 16 January 1993

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315575

zbMATH Keywords

biasmaximum-likelihood estimatormeansparameter orthogonalitycomparisons of estimatorsvariancesconditional maximum- likelihood estimatorscalar nuisance parameterstochastic asymptotic expansionsvector nuisance parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (8)

Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions ⋮ Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model ⋮ Estimating dynamic panel data discrete choice models with fixed effects ⋮ Fixed effects estimation of structural parameters and marginal effects in panel probit models ⋮ Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory ⋮ Asymptotic expansions for the ability estimator in item response theory ⋮ Higher‐order asymptotics under model misspecification

Cites Work

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• The likelihood ratio criterion and the asymptotic expansion of its distribution
• On a formula for the distribution of the maximum likelihood estimator
• Estimating functions and approximate conditional likelihood
• Projection as a method for increasing sensitivity and eliminating nuisance parameters
• Consistent Estimates Based on Partially Consistent Observations

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