Accurate Directional Inference for Vector Parameters in Linear Exponential Families

DOI10.1080/01621459.2013.839451zbMath1367.62053OpenAlexW2171227690MaRDI QIDQ4975352

Nicola Sartori, Nancy Reid, Anthony C. Davison, Donald A. S. Fraser

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.839451

zbMATH Keywords

likelihood ratio testlogistic regressioncontingency tablecovariance selectionexponential family modelhigher-order asymptotics

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Contingency tables (62H17)

Related Items (6)

When should modes of inference disagree? Some simple but challenging examples ⋮ D. A. S. Fraser: From structural inference to asymptotics ⋮ Interview with Nancy Reid ⋮ On the use of saddlepoint approximations in high dimensional inference ⋮ Directional tests in Gaussian graphical models ⋮ Directional testing for high dimensional multivariate normal distributions

Uses Software

• R

Cites Work

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• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Improved Likelihood Inference for Discrete Data
• Saddlepoint Approximations with Applications
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Multiparameter testing in exponential models: Third order approximations from likelihood
• Applied Asymptotics
• Testing Statistical Hypotheses
• Properties of sufficiency and statistical tests

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