Conditional likelihood and unconditional optimum estimating equations

作者: V. P. GODAMBE

DOI: 10.1093/BIOMET/63.2.277

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摘要: SUMMARY Godambe & Thompson (1974) characterized optimum estimating equations for some situations when the underlying frequency function contained a nuisance parameter. In present paper parameter case is related to concepts of conditional likelihood and complete sufficiency. Under suitable conditions it shown that maximum equation provides equation, criterion optimality being independent conditioning. light this, definitions ancillarity sufficiency in presence parameters are discussed.

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