Corrections for Bias in Maximum Likelihood Parameter Estimates Due to Nuisance Parameters

DOI10.1081/SAC-120017853zbMath1081.62514OpenAlexW2009232528WikidataQ57491855 ScholiaQ57491855MaRDI QIDQ4416323

Mingxiu Hu, John M. Lachin

Publication date: 31 July 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-120017853

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• A note on noninformative priors for Weibull distributions.
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• Bartlett's bias correction to the profile score function is a saddlepoint correction
• Elimination of nuisance parameters with reference priors
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Frequentist validity of posterior quantiles for a two-parameter exponential family
• Reference priors with partial information
• Conditional score functions: Some optimality results
• Empirical Bayes and conditional inference with many nuisance parameters
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).

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