Likelihood Inference in Multiparameter Models

Leonhard Held and Daniel Sabanés Bové
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Leonhard Held: University of Zurich, Institute of Social and Preventive Medicine
Daniel Sabanés Bové: University of Zurich, Institute of Social and Preventive Medicine

Chapter 5 in Applied Statistical Inference, 2014, pp 123-165 from Springer

Abstract: Abstract The concepts described in Chap. 4 are now extended to multiparameter models. The concept of profile likelihood is introduced as well as the generalized likelihood ratio statistic. The conditional likelihood, an alternative way to eliminate a nuisance parameter, is discussed. Exercises are given at the end.

Keywords: Fisher Information; Nuisance Parameter; Fisher Information Matrix; Likelihood Ratio Statistic; Profile Likelihood (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-642-37887-4_5

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