Applied Asymptotics
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- Accurate higher-order likelihood inference on \(P(Y<X)\)
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- Saddlepoint approximations for short and long memory time series: a frequency domain approach
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- A frequentist framework of inductive reasoning
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- P-values based on approximate conditioning and \(p^{*}\)
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- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
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- Higher-order Bayesian Approximations for Pseudo-posterior Distributions
- Likelihood inference in complex settings
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- Accurate inference for scale and location families
- Approximate Bayesian computation with composite score functions
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- Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
- Bootstrap and second-order tests of risk difference
- Higher order inference for the consensus mean in inter-laboratory studies
- Coherent frequentism: a decision theory based on confidence sets
- A numerical investigation of the accuracy of parametric bootstrap for discrete data
- Confidence regions for comparison of two normal samples
- Assessing sensitivity to priors using higher order approximations
- Exact tests based on pre-estimation and second order pivotals: non-inferiority trials
- Confidence Regions Based on Edgeworth Expansion
- On probability matching priors
- Aspects of likelihood inference
- Reduction of bias and skewness with applications to second order accuracy
- One-sided and two-sided tolerance intervals in general mixed and random effects models using small-sample asymptotics
- Asymptotic analysis of estimators on multi-label data
- Accurate directional inference for vector parameters in linear exponential families
- scientific article; zbMATH DE number 7387537 (Why is no real title available?)
- Improvement of the accuracy in testing the effect in the Cox proportional hazards model using higher order approximations
- Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam's razors
- Confidence intervals based on the deviance statistic for the hyperparameters in state space models
- Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters
- Modern likelihood inference for the maximum/minimum of a bivariate normal vector
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- Modified profile likelihood for fixed-effects panel data models
- The p-value Function and Statistical Inference
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- D. A. S. Fraser: From structural inference to asymptotics
- Improved inference for a boundary parameter
- Interview with Nancy Reid
- Modern Likelihood‐Frequentist Inference
- scientific article; zbMATH DE number 7750669 (Why is no real title available?)
- Stable Asymptotics for M‐estimators
- How close are alternative bootstrap \(P\)-values?
- Saddlepoint Approximations for Spatial Panel Data Models
- Random effects model for bias estimation: higher-order asymptotic inference
- On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- O. E. Barndorff-Nielsen's approximate conditional inference
- Generalized estimating equations for genome-wide association studies using longitudinal phenotype data
- Asymptotic behaviour of the modified likelihood root
- On the use of the cumulant generating function for inference on time series
- Accurate confidence limits for stratified clinical trials
- Tricks with metrics: combining statistics for improved inference in regression analysis
- Accurate p-values for adaptive designs with binary endpoints
- Improving likelihood-based inference in control rate regression
- RECeUS: ratio estimation of censored uncured subjects, a different approach for assessing cure model appropriateness in studies with long-term survivors
- Approximate inference with exponential tilting densities: theory and applications
- Objective Bayes models for compatibility assessment and bias estimation
- A differential geometric approach to Bayesian marginalization
- Self-normalized quantile empirical saddlepoint approximation
- Mean and median bias reduction in generalized linear models
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns
- Probability distribution as a path and its action integral
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
- Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Higher-order asymptotics for scoring rules
- Marginal posterior simulation via higher-order tail area approximations
- Covariate balance in simple, stratified and clustered comparative studies
- Accurate parametric inference for small samples
- The Banff Challenge: statistical detection of a noisy signal
- Improved testing inference in mixed linear models
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