Accession Number : ADA193189

Title :   A Note on Profile Likelihood, Least Favourable Families and Kullback-Leibler Distance.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Tibshirani, Robert ; Wasserman, Larry

PDF Url : ADA193189

Report Date : 19 Apr 1988

Pagination or Media Count : 13

Abstract : Several methods exist for reducing higher dimensional problems to a single parameter. These include the profile likelihood, least favourable families and methods based on the Kullback-Leibler distance function. The authors demonstrate tht at least in a neighborhood of the maximum likelihood estimate, these are equivalent for the exponential family. Keywords: Nuisance parameters.

Descriptors :   *MAXIMUM LIKELIHOOD ESTIMATION, *EXPONENTIAL FUNCTIONS, ESTIMATES, PARAMETERS, SIZES(DIMENSIONS), COVARIANCE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE