A framework for Bayesian and likelihood approximations in statistics
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approximate Bayesian inferenceapproximate conditional inferenceapproximate sampling distributionsBartlett correctiondependent datafrequentist approximationshigher-order likelihood-based approximationKullback-Leibler distancenear-normal distributionssigned roots of log-density ratiostransformationsunsmoothing
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(20)- Asymptotics and the theory of inference
- Bayesian prediction with approximate frequentist validity.
- Some new formulae for posterior expectations and Bartlett corrections
- Asymptotic expansions for randomly censored survival data
- A note on Bayesian and frequentist parametric inference for a scalar parameter of interest
- On the validity of the formal Edgeworth expansion for posterior densities
- Predictive probability matching priors for a certain non-regular model
- A matching prior for extreme quantile estimation of the generalized Pareto distribution
- A note on approximate Bayesian credible sets based on modified loglikelihood ratios
- Approximate Bayesian computation with modified log-likelihood ratios
- A general framework for model-based statistics
- Evaluation of methods for interval estimation of model outputs, with application to survival models
- Laplace approximations for censored linear regression models
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Mean loglikelihood and higher-order approximations
- Statistical Inference
- On the Bayesian approach for frequentist computations
- Modern Likelihood‐Frequentist Inference
- Applications of Laplace’s method in Bayesian analysis and related topics
- Approximating data
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