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The Score Function and a Comparison of Various Adjustments of the Profile Likelihood

✍ Scribed by A. C. Davison and J. E. Stafford


Book ID
111850889
Publisher
John Wiley and Sons
Year
1998
Tongue
French
Weight
520 KB
Volume
26
Category
Article
ISSN
0319-5724

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On a Small Sample Adjustment for the Pro
✍ GΓΆran Kauermann πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 120 KB

We consider the profile score function in models with smooth and parametric components. If local respectively weighted likelihood estimation is used for fitting the smooth component, the resulting profile likelihood estimate for the parametric component is asymptotically efficient as shown in T. A.