Grouped Likelihood for the Shifted Power Transformation
Grouped Likelihood for the Shifted Power Transformation
复制标题
转移功率变换的分组可能性
DOI：
10.1111/j.2517-6161.1991.tb01839.x
复制
发表时间：
1991
期刊：
影响因子：
--
通讯作者：
R. Smith
中科院分区：
文献类型：
--
作者：
A. Atkinson;L. Pericchi;R. Smith
在移位功率变换模型族中考虑参数估计。普通似然函数表现不佳，通常没有局部最大值。有人认为分组似然方法可以避免这些困难，并且考虑了该方法的实际实施。贝叶斯推理也被考虑，尽管更简单，并且有人认为未分组的可能性方法再次存在困难。结果进一步证明了分组似然方法在非常规问题中的推理的实用性。
Estimation of parameters is considered in the shifted power transformation family of models. The ordinary likelihood function is shown to behave poorly, often having no local maximum. It is argued that a grouped likelihood approach avoids these difficulties, and the practical implementation of this approach is considered. Bayesian inference is also considered, though more briefly, and it is argued that there are again difficulties with an ungrouped likelihood approach. The results provide further evidence of the utility of grouped likelihood approaches to inference in non‐regular problems.