Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models

DOI10.1093/biomet/82.3.489zbMath0830.62002OpenAlexW2022207183MaRDI QIDQ4851501

Ole Eiler Barndorff-Nielsen

Publication date: 10 October 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.3.489

zbMATH Keywords

conditional inferenceancillaritymodified profile likelihoodexponential transformation modelscurved exponential modelsmodified directed likelihoodordinary repeated samplingconditionality property

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01)

Related Items (8)

Integrated likelihood computation methods ⋮ Improved profile likelihood inference ⋮ Yokes and symplectic structures ⋮ Identification and validation of stable ARFIMA processes with application to UMTS data ⋮ Adjustments of profile likelihood through predictive densities ⋮ Multivariate FX models with jumps: triangles, quantos and implied correlation ⋮ On the conditions for the existence of ancillary statistics in a curved exponential family ⋮ Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions

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