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条件性分解

Conditionality Resolutions

Biometrika · 1980
被引 5
ABS 4

中文导读

讨论了变换模型和指数模型中条件性分解的构造,包括辅助统计量和最大似然估计的条件分布,并给出了精确和近似方法及示例。

Abstract

Conditionality resolution, i.e. the construction of ancillary statistics and of expressions for the conditional distribution of the maximum likelihood estimate, is discussed for transformation models and exponential models, with most emphasis on the latter. Such resolutions may be either exact or approximate. Several types of ancillaries are considered, a discussion is given of a general formula for the conditional distribution, and several examples are presented.

计量经济学数理统计数学经济学