Oe. Barndorffnielsen, QUASI PROFILE AND DIRECTED LIKELIHOODS FROM ESTIMATING FUNCTIONS, Annals of the Institute of Statistical Mathematics, 47(3), 1995, pp. 461-464
Citations number
5
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Frequently, corresponding to a given estimating equation it would be d
esirable to have a scalar combinant having parametric derivative equal
to the estimating function since such a combinant may serve as a quas
i log likelihood. In general this cannot be achieved but it is neverth
eless possible to define a quasi profile log likelihood and also a qua
si directed likelihood, for an arbitrary one-dimensional parameter of
interest and with the standard kind of distributional limit behaviour.