LOSS OF INFORMATION IN THE PRESENCE OF NUISANCE PARAMETERS AND PARTIAL SUFFICIENCY

被引:13
|
作者
BHAPKAR, VP [1 ]
机构
[1] UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
关键词
FISHER INFORMATION MATRIX; WEAK PARTIAL SUFFICIENCY; COMPLETENESS; PARTIAL SUFFICIENCY IN THE COMPLETE SENSE;
D O I
10.1016/0378-3758(91)90025-A
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Loss of information concerning parameter of interest theta in the absence of any knowledge of nuisance parameters is considered when statistic S = S(X) is used in place of X, especially when S has marginal distribution depending only on parameter theta. Some definitions of partial sufficiency of S for theta are investigated for possible information loss with respect to Fisher information matrix generalizations.
引用
收藏
页码:185 / 203
页数:19
相关论文
共 50 条