Results 291 to 300 of about 91,138 (340)
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A Page test with nuisance parameter estimation
IEEE Transactions on Information Theory, 1996Summary: The detection of the onset of a signal is a common and relevant problem in signal processing. The Page test [\textit{E. S. Page}, Biometrika 41, 100-115 (1954; Zbl 0056.38002)] using the loglikelihood ratio is optimal for minimizing the worst case average delay before detection \((\overline{D})\) while constraining the average time between ...
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Handling nuisance parameters in systems monitoring
Proceedings of the 44th IEEE Conference on Decision and Control, 2006Dealing with nuisance parameters is an important issue in monitoring safety-critical complex systems and detecting events that affect their functioning. Several tools for solving statistical inference problems in the presence of nuisance parameters are described.
Basseville, Michèle, Nikiforov, Igor
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The Elimination of Nuisance Parameters
2005We review the Bayesian approach to the problem of the elimination of nuisance parameters from a statistical model. Many Bayesian statisticians feel that the framework of Bayesian statistics is so clear and simple that the elimination of nuisance parameters should not be considered a problem: one has simply to compute the marginal posterior distribution
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Estimation strategies in the presence of nuisance parameters
Signal Processing, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the Approximate Elimination of Nuisance Parameters by Conditioning
Biometrika, 1994Summary: The general problem of inference about a scalar parameter of interest \(\theta\) in the presence of a nuisance parameter \(\lambda\) using conditional inference is considered. A condition is given under which inference based on the conditional distribution of \(\widehat{\theta}\), the maximum likelihood estimate of \(\theta\), given \(\widehat{
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Noninformative Priors and Nuisance Parameters
Journal of the American Statistical Association, 1993Abstract We study the conflict between priors that are noninformative for a parameter of interest versus priors that are noninformative for the whole parameter. Our investigation leads us to maximize a functional that has two terms: an asymptotic approximation to a standardized expected Kullback-Leibler distance between the marginal prior and marginal ...
Bertrand Clarke, Larry Wasserman
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On Sufficiency and Ancillarity in the Presence of a Nuisance Parameter
Biometrika, 1980SUMMARY This paper discusses the definitions of ancillarity and sufficiency in the presence of a nuisance parameter given by Godambe (1976a). Illustrative examples are given and the relation to Fisher information discussed. In view of the properties of distribution functions which provide optimum estimating equations, Godambe (1976a) proposed ...
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Parametric bootstrapping with nuisance parameters
Statistics & Probability Letters, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Young, GA, Lee, SMS
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Elimination of Nuisance Parameters with Reference Priors
Biometrika, 1993Summary: The problem of eliminating nuisance parameters is tackled from different points of view. Standard likelihood techniques, such as profile likelihood and its modifications, are compared with a Bayesian analysis based on reference priors. Examples are considered to illustrate what happens in multiparameter problems.
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