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典范似然:对多余参数的一种新似然处理方法

Canonical Likelihoods: A New Likelihood Treatment of Nuisance Parameters

Biometrika · 1987
被引 2
ABS 4

中文导读

提出一种基于似然函数奇异值分解的新方法,用于处理含多余参数的模型,并展示了其在重参数化下的不变性。

Abstract

A new approach to the likelihood analysis of models with nuisance parameters is proposed, based on a singular value decomposition of the likelihood function, and is applied to several two-parameter models. The invariance of the approach under reparameterization is demonstrated, and the paper concludes with comments on multiparameter models.

计量经济学统计学应用数学