Oe. Barndorffnielsen, STABLE AND INVARIANT ADJUSTED PROFILE LIKELIHOOD AND DIRECTED LIKELIHOOD FOR CURVED EXPONENTIAL MODELS, Biometrika, 82(3), 1995, pp. 489-499
Citations number
16
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
For curved exponential models, the modified profile likelihood and the
modified directed likelihood are approximated, with error O(n(-1)) un
der ordinary repeated sampling, by explicitly defined and invariant qu
antities which do not require specification of an ancillary and which
are stable in the sense of having the appropriate conditionality prope
rty with respect to any reasonable ancillary.