LIKELIHOOD YOKES AND STABLE COMBINATIONS OF CUMULANTS

Authors
BARNDORFFNIELSEN OE BLAESILD P
Citation
Oe. Barndorffnielsen et P. Blaesild, LIKELIHOOD YOKES AND STABLE COMBINATIONS OF CUMULANTS, Scandinavian journal of statistics, 20(1), 1993, pp. 83-87
Citations number
7
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
20
Issue
1
Year of publication
1993
Pages
83 - 87
Database
ISI
SICI code
0303-6898(1993)20:1<83:LYASCO>2.0.ZU;2-Q
Abstract
Repeated differentiation of the observed and expected (unconditional a nd conditional) likelihood yokes leads to a 'dictionary' for translati on between observed and expected likelihood calculations. As a particu lar application a family of combinations of cumulants that are stable in the sense of McCullagh is derived. These combinations are of an ele mental character, and the examples of stable combinations of cumulants presented by McCullagh are obtainable as linear combinations of those elements.