Canonical likelihoods: A new likelihood treatment of nuisance parameters

John Hinde; Murray Aitkin

doi:10.1093/biomet/74.1.45

Canonical likelihoods: A new likelihood treatment of nuisance parameters

John Hinde, Murray Aitkin

Research output: Contribution to a Journal (Peer & Non Peer) › Article › peer-review

10 Citations (Scopus)

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. / 1987 Biometrika Trust.

Original language	English
Pages (from-to)	45-58
Number of pages	14
Journal	Biometrika
Volume	74
Issue number	1
DOIs	https://doi.org/10.1093/biomet/74.1.45
Publication status	Published - Mar 1987
Externally published	Yes

Keywords

Canonical
Elimination
Likelihood
Nuisance parameter
Partial likelihood
Singular value decomposition

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10.1093/biomet/74.1.45

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title = "Canonical likelihoods: A new likelihood treatment of nuisance parameters",

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. / 1987 Biometrika Trust.",

keywords = "Canonical, Elimination, Likelihood, Nuisance parameter, Partial likelihood, Singular value decomposition",

author = "John Hinde and Murray Aitkin",

year = "1987",

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AU - Hinde, John

AU - Aitkin, Murray

PY - 1987/3

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AB - 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. / 1987 Biometrika Trust.

KW - Canonical

KW - Elimination

KW - Likelihood

KW - Nuisance parameter

KW - Partial likelihood

KW - Singular value decomposition

UR - https://www.scopus.com/pages/publications/0242605023

U2 - 10.1093/biomet/74.1.45

DO - 10.1093/biomet/74.1.45

M3 - Article

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SN - 0006-3444

VL - 74

SP - 45

EP - 58

JO - Biometrika

JF - Biometrika

IS - 1

ER -

Canonical likelihoods: A new likelihood treatment of nuisance parameters

Abstract

Keywords

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