The Annals of Statistics

Efficiency of the Conditional Score in a Mixture Setting

B. G. Lindsay

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Abstract

The conditional score function is found to be generally fully informative concerning a parameter of interest when the conditioning statistic $S$ is sufficient for the nuisance parameter and has an exponential family distribution. Information is here measured by assuming the nuisance parameter to have been generated by an unknown mixing distribution and then computing the minimal Fisher information. The solution depends upon a study of the geometry of centered likelihood ratios within the space of zero-unbiased functions of $S$. The two-by-two table model is considered in detail.

Article information

Source
Ann. Statist., Volume 11, Number 2 (1983), 486-497.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176346155

Digital Object Identifier
doi:10.1214/aos/1176346155

Mathematical Reviews number (MathSciNet)
MR696061

Zentralblatt MATH identifier
0583.62024

JSTOR
links.jstor.org

Subjects
Primary: 62F20
Secondary: 62G20: Asymptotic properties

Keywords
Conditional score Fisher's information mixture likelihood ratio

Citation

Lindsay, B. G. Efficiency of the Conditional Score in a Mixture Setting. Ann. Statist. 11 (1983), no. 2, 486--497. doi:10.1214/aos/1176346155. https://projecteuclid.org/euclid.aos/1176346155


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