DUAL LIKELIHOOD

• 成果类型: Article
• 署名作者: MYKLAND, PA
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324527
• 发表日期: 1995
• 页码: 396-421
• 关键词: CENTRAL LIMIT-THEOREMS; Empirical Likelihood; confidence-intervals; counting-processes; survival analysis; REGRESSION-MODEL; stopping-times; censored-data; martingales; estimators

摘要

This paper introduces the concept of dual likelihood as a method of improving accuracy in inference situations depending on martingale estimating equations. Asymptotic results are given for the dual likelihood ratio statistic, and the structure of the family of alternatives is explored. Applications to survival analysis and also to time series, likelihood inference and independent observations are given. Connections to nonparametric likelihood (including empirical likelihood) are established.