首页> 外文期刊>Statistical papers >On a criticism of the profile likelihood function
【24h】

On a criticism of the profile likelihood function

机译:关于轮廓似然函数的批评

获取原文
获取原文并翻译 | 示例
       

摘要

The profile likelihood function is often criticized for giving strange or unintuitive results. In the cases discussed here these are due to the use of density functions that have singularities. These singularities are naturally inherited by the profile likelihood function. It is therefore apparently important to be reminded that likelihood functions are proportional to probability functions, and so cannot have singularities. When this issue is addressed, then the profile likelihood poses no problems of this sort. This is of particular importance since the profile likelihood is a commonly used method for dealing with separate estimation of parameters.
机译:轮廓似然函数通常因给出奇怪或不直观的结果而受到批评。在这里讨论的情况下,这是由于使用了具有奇异性的密度函数。这些奇点自然是由轮廓似然函数继承的。因此,很重要的一点是要提醒您,似然函数与概率函数成比例,因此不能具有奇异性。解决此问题后,概貌可能性不会造成此类问题。这是特别重要的,因为轮廓似然性是用于处理参数的单独估计的常用方法。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号