A Note on Profile Likelihood, Least Favourable Families and Kullback-Leibler Distance.
STANFORD UNIV CA DEPT OF STATISTICS
Pagination or Media Count:
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.
- Statistics and Probability