Abstract
This note sets out a goodness-of-identifiability criterion. This criterion quantifies the identifying strength of a parametric statistical model. Unlike the qualitative
criterion for identifiability based only on the Fisher matrix, it applies to both regular and irregular points of the Fisher matrix. Unlike the qualitative criterion based only on the Hellinger distance, it quantifies set-identification.
criterion for identifiability based only on the Fisher matrix, it applies to both regular and irregular points of the Fisher matrix. Unlike the qualitative criterion based only on the Hellinger distance, it quantifies set-identification.
Original language | English |
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Pages (from-to) | 1-15 |
Number of pages | 15 |
Journal | Journal of Statistical and Econometric Methods |
Volume | 11 |
Issue number | 4 |
DOIs | |
Publication status | Published - 24 Oct 2022 |
Keywords
- Parametric Statistical Models
- IDENTIFIABILITY
- Fisher matrix
- Hellinger Distance