Translator Disclaimer
2013 Likelihood decision functions
Marco E. G. V. Cattaneo
Electron. J. Statist. 7: 2924-2946 (2013). DOI: 10.1214/13-EJS869

Abstract

In both classical and Bayesian approaches, statistical inference is unified and generalized by the corresponding decision theory. This is not the case for the likelihood approach to statistical inference, in spite of the manifest success of the likelihood methods in statistics. The goal of the present work is to fill this gap, by extending the likelihood approach in order to cover decision making as well. The resulting likelihood decision functions generalize the usual likelihood methods (such as ML estimators and LR tests), while maintaining some of their key properties, and thus providing a theoretical foundation for established and new likelihood methods.

Citation

Download Citation

Marco E. G. V. Cattaneo. "Likelihood decision functions." Electron. J. Statist. 7 2924 - 2946, 2013. https://doi.org/10.1214/13-EJS869

Information

Published: 2013
First available in Project Euclid: 2 December 2013

zbMATH: 1280.62016
MathSciNet: MR3148372
Digital Object Identifier: 10.1214/13-EJS869

Subjects:
Primary: 62A01, 62C05

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society

JOURNAL ARTICLE
23 PAGES


SHARE
Back to Top