On identifiability of parametric statistical models |
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Authors: | Carlos Daniel Mimoso Paulino Carlos Alberto de Bragança Pereira |
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Institution: | 1. Depto. de Matemática, IST, Universidade Técnica de Lisboa, Av. Rovisco Pais, 1096, Lisboa Codex, Portugal 2. Depto. de Estatística, Universidade de S?o Paulo, S?o Paulo, Brasil
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Abstract: | Summary This is a review article on statistical identifiability. Besides the definition of the main concepts, we deal with several
questions relevant to the statistician: parallelism between parametric identifiability and sample sufficiency; relationship
of identifiability with measures of sample information and with the inferential concept of estimability; several strategies
of making inferences in unidentifiable models with emphasis on the distinct behaviour of the classical and Bayesian approaches.
The concepts, ideas and methods discussed are illustrated with simple examples of statistical models.
Centro de Análise e Processamento de Sinais da UTL |
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Keywords: | Bayesian inference categorical data estimability linear model sample information sample sufficiency |
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