STABLE AND INVARIANT ADJUSTED PROFILE LIKELIHOOD AND DIRECTED LIKELIHOOD FOR CURVED EXPONENTIAL MODELS

Authors
BARNDORFFNIELSEN OE
Citation
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
Journal title
Biometrika → ACNP
ISSN journal
00063444
Volume
82
Issue
3
Year of publication
1995
Pages
489 - 499
Database
ISI
SICI code
0006-3444(1995)82:3<489:SAIAPL>2.0.ZU;2-2
Abstract
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.