Approximate Conditional Inference in Exponential Families Via the Gibbs Sampler

DOI10.2307/2290874MaRDI QIDQ4305744zbMATH OpenOpenAlexFDO

Authors Martin A. Tanner, John Kolassa

Publication date 15 September 1994

Full work available at URL https://doi.org/10.2307/2290874

zbMATH Keywords

approximate frequentist inferenceconditional cumulative distribution functionconditional inferencedouble saddlepoint approximationequilibrium distributionGibbs samplerGibbs-Skovgaard algorithmMarkov chainnuisance parametersPoisson regressionsufficient statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Contingency tables (62H17) Inference from stochastic processes (62M99)

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• scientific article; zbMATH DE number 1785747

Cited in

(18)

• Markov chains for Monte Carlo tests of genetic equilibrium in multidimensional contingency tables
• Uniformity of double saddlepoint conditional probability approximations
• Nearly exact tests of conditional independence and marginal homogeneity for sparse contingency tables
• Asymptotics and the theory of inference
• Algebraic algorithms for sampling from conditional distributions
• Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
• Higher-order approximations to conditional distribution functions
• The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model
• A Markov chain sampler for contingency table exact inference
• Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications
• Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions
• Comparing three partitions: an inferential approach based on multi-way contingency tables
• Approximate Monte Carlo Conditional Inference in Exponential Families
• Small‐Sample Confidence Regions in Exponential Families
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Pseudo-likelihood inference for Gibbs processes with expontential families through generalized linear models
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
• Approximating the distribution function of risk

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