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