Information, ancillarity, and sufficiency in the presence of nuisance parameters

DOI10.2307/3315827zbMath0814.62010OpenAlexW1976925076MaRDI QIDQ4311664

Nancy Reid, Yiliang Zhu

Publication date: 14 June 1995

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

Full work available at URL: https://doi.org/10.2307/3315827

zbMATH Keywords

nuisance parametersasymptotic efficiencyFisher informationinformation inequalitylikelihood factorizationP-ancillarityP-sufficiencypointwise information losssublikelihood function

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05)

Related Items (11)

NEW RESULTS FOR A CLASS OF UNIVARIATE DISTRIBUTIONS ⋮ Conditional and unconditional tests (and sample size) based on multiple comparisons for stratified \(2 \times 2\) tables ⋮ Nuisance parameter problem in quantum estimation theory: tradeoff relation and qubit examples ⋮ Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency ⋮ Marginal information for expectation parameters ⋮ On the structure of probability measure families admitting a partially sufficient \(\sigma\)-field ⋮ The role of information in nonstationary regression ⋮ Conditional Information in Projections of Gaussian Vectors ⋮ Quantum state estimation with nuisance parameters ⋮ One from many: estimating a function of many parameters ⋮ A note on directed adjusted profile likelihoods

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