论文信息 - Conditional likelihood and unconditional optimum estimating equations

Conditional likelihood and unconditional optimum estimating equations

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

V. P. Godambe

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