A definition is given of partial likelihood generalizing the ideas of conditional and marginal likelihood. Applications include life tables and inference in stochastic processes. It is shown that the usual large-sample properties of maximum likelihood estimates and tests apply when partial likelihood is used.
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%0 Journal Article
%1 cox1975partial
%A COX, D. R.
%D 1975
%J Biometrika
%K likelihood nuisance_parameters partial_likelihood statistics
%N 2
%P 269-276
%R 10.1093/biomet/62.2.269
%T Partial likelihood
%U http://biomet.oxfordjournals.org/content/62/2/269.abstract
%V 62
%X A definition is given of partial likelihood generalizing the ideas of conditional and marginal likelihood. Applications include life tables and inference in stochastic processes. It is shown that the usual large-sample properties of maximum likelihood estimates and tests apply when partial likelihood is used.
@article{cox1975partial,
abstract = {A definition is given of partial likelihood generalizing the ideas of conditional and marginal likelihood. Applications include life tables and inference in stochastic processes. It is shown that the usual large-sample properties of maximum likelihood estimates and tests apply when partial likelihood is used.},
added-at = {2013-10-10T19:32:33.000+0200},
author = {COX, D. R.},
biburl = {https://www.bibsonomy.org/bibtex/2d37a43dc9a2d7afe161ad4cb9e4bb14d/peter.ralph},
doi = {10.1093/biomet/62.2.269},
eprint = {http://biomet.oxfordjournals.org/content/62/2/269.full.pdf+html},
interhash = {582eaf7af853597060d9229a3637abaa},
intrahash = {d37a43dc9a2d7afe161ad4cb9e4bb14d},
journal = {Biometrika},
keywords = {likelihood nuisance_parameters partial_likelihood statistics},
number = 2,
pages = {269-276},
timestamp = {2013-10-10T19:32:33.000+0200},
title = {Partial likelihood},
url = {http://biomet.oxfordjournals.org/content/62/2/269.abstract},
volume = 62,
year = 1975
}