Asymptotic Properties of Conditional Maximum-Likelihood Estimators

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ID: 306050
1970
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Ranked #75 of 145 articles by views in Journal of the Royal Statistical Society Series B (Statistical Methodology)

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Abstract
Summary The problem of obtaining consistent estimates for structural parameters in the presence of infinitely many incidental parameters was discussed first by Neyman and Scott (1948). In this paper a maximum-likelihood method based on the conditional distribution given minimal sufficient statistics for the incidental parameters is suggested. It is proved that conditional maximum-likelihood estimates in the regular case are consistent and asymptotically normally distributed with a simple asymptotic variance. The efficiency problem of this new estimator is discussed in particular with respect to some situations with ancillary information.
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openalex_W2117450242 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Erling B. Andersen
Journal Journal of the Royal Statistical Society Series B (Statistical Methodology)
Year 1970
DOI
10.1111/j.2517-6161.1970.tb00842.x
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