A notion of an obstructive residual likelihood
A new notion of an obstructive residual likelihood is proposed and explored. Examples where the conditional maximum likelihood estimator is preferable to the unconditional maximum likelihood estimator are discussed. In these examples the residual likelihood can be obstructive in deriving a preferable estimator, when the maximum likelihood criterion is applied. This notion is different from a similar notion ancillarity, which simply emphasizes that a residual likelihood is uninformative.
conditional maximum likelihood estimator
unconditional maximum likelihood estimator
scientific article; zbMATH DE number 4020179
scientific article