On conditional inference for a real parameter: A differential approach on the sample space
On conditional inference for a real parameter: A differential approach on the sample space
复制标题
关于实数参数的条件推理：样本空间上的微分方法
DOI：
--
复制
发表时间：
1988
期刊：
影响因子：
--
通讯作者：
N. Reid
中科院分区：
文献类型：
--
作者：
D. Fraser;N. Reid
发明内容一维条件过程将样本空间划分为可以通过单位向量场来表示的曲线。根据向量场的局部性质给出了条件分布的公式。开发条件用于减少有害参数的一阶效应并将感兴趣的参数的似然变化再现为更高阶。重点是在用指数族局部逼近统计模型后扩展指数族方法。
SUMMARY A one-dimensional conditional procedure defines a partition of the sample space into curves which can be represented by means of a unit vector field. A formula is given for the conditional distribution in terms of local properties of the vector field. Conditions are developed for reducing the first-order effects of nuisance parameters and reproducing to higher order the likelihood change for the parameter of interest. The emphasis is on extending exponential family methods after locally approximating the statistical model by an exponential family.