Inference in the indeterminate parameters problem

We face an indeterminate parameters problem when there are two sets of parameters, x and g, say, such that the null hypothesis H0:x=x0 makes the likelihood independent of g. A consequence of indeterminacy is the singularity of the information matrix. For this problem the standard results, such as th...

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Bibliographic Details
Published in:Statistica
Main Author: Marco Barnabani
Format: Article
Language:English
Published: University of Bologna 2013-03-01
Online Access:http://rivista-statistica.unibo.it/article/view/448