Two Parameter Exponential Family
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1. Estimação e teste de hipótese baseados em verossimilhanças perfiladas / "Point estimation and hypothesis test based on profile likelihoods"
The profile likelihood function is not genuine likelihood function, and profile maximum likelihood estimators are typically inefficient and inconsistent. Additionally, the null distribution of the likelihood ratio test statistic can be poorly approximated by the asymptotic chi-squared distribution in finite samples when there are nuisance parameters. It is t
Publicado em: 2005