Article,

Partial likelihood

.
Biometrika, 62 (2): 269-276 (1975)
DOI: 10.1093/biomet/62.2.269

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.

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