ON INVARIANCE AND MAXIMUM-LIKELIHOOD-ESTIMATION

被引：1
|
作者：
PAL, N
BERRY, JC
机构：
来源：
AMERICAN STATISTICIAN | 1992年 / 46卷 / 03期
关键词：
NUISANCE PARAMETER; ONE-TO-ONE FUNCTION; PARTIAL SUFFICIENCY; SPECIFIC SUFFICIENCY;
D O I：
10.2307/2685216
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The invariance of maximum likelihood estimators to non-one-to-one parameter transformations is considered. Three approaches to maximum likelihood estimation are discussed, and it is shown that invariance depends on the approach adopted. A theorem is provided that gives sufficient conditions for invariance to hold under all three approaches.
引用
收藏
页码：209 / 212
页数：4
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