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

Report Date:

1988-04-19

Pagination or Media Count:

13.0

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