On asymptotic ancillarity and inference for yule and regular nonergodic processes

Paul D. Feigin; Benjamin Reiser

doi:10.1093/biomet/66.2.279

On asymptotic ancillarity and inference for yule and regular nonergodic processes

Research output: Contribution to journal › Article › peer-review

Abstract

By extending the notion of ancillarity to asymptotic ancillarity a conditional inference approach to statistical inference for a class of regular nonergodic processes is developed. This approach is closely related to that of Efron & Hinkley (1978) for the independent identically distributed case. The Yule process is used to illustrate the main ideas.

Original language	English
Pages (from-to)	279-283
Number of pages	5
Journal	Biometrika
Volume	66
Issue number	2
DOIs	https://doi.org/10.1093/biomet/66.2.279
State	Published - Aug 1979
Externally published	Yes

Keywords

Asymptotic ancillarity
Branching process
Pivotal quantity
Regular nonergodic process
Yule process

ASJC Scopus subject areas

Statistics and Probability
Mathematics (all)
Agricultural and Biological Sciences (miscellaneous)
Agricultural and Biological Sciences (all)
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1093/biomet/66.2.279

Cite this

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abstract = "By extending the notion of ancillarity to asymptotic ancillarity a conditional inference approach to statistical inference for a class of regular nonergodic processes is developed. This approach is closely related to that of Efron & Hinkley (1978) for the independent identically distributed case. The Yule process is used to illustrate the main ideas.",

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AB - By extending the notion of ancillarity to asymptotic ancillarity a conditional inference approach to statistical inference for a class of regular nonergodic processes is developed. This approach is closely related to that of Efron & Hinkley (1978) for the independent identically distributed case. The Yule process is used to illustrate the main ideas.

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KW - Pivotal quantity

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On asymptotic ancillarity and inference for yule and regular nonergodic processes

Abstract

Keywords

ASJC Scopus subject areas

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