Skip to main content

Lecture: Maximum and Profile Likelihood

  • 1729 Accesses

Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 1781)

Abstract

In this lecture we study likelihood methods for semiparametric models. This concerns both ordinary likelihoods indexed by infinite-dimensional parameters and empirical likelihoods.

Keywords

  • Score Function
  • Maximum Likelihood Estimator
  • Asymptotic Normality
  • Empirical Likelihood
  • Likelihood Ratio Statistic

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 2002 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

(2002). Lecture: Maximum and Profile Likelihood. In: Bernard, P. (eds) Lectures on Probability Theory and Statistics. Lecture Notes in Mathematics, vol 1781. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-47944-9_18

Download citation

  • DOI: https://doi.org/10.1007/3-540-47944-9_18

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-43736-9

  • Online ISBN: 978-3-540-47944-4

  • eBook Packages: Springer Book Archive