Approximate conditional inference for location familles

DOI10.2307/3315032MaRDI QIDQ3729813zbMATH OpenOpenAlexFDO

Authors Thomas J. Diciccio

Publication date 1986

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315032

zbMATH Keywords

approximationsasymptoticschi-squaredconditional distributions of pivotsexact conditional inferencelikelihood-ratio statisticlocation modelmaximum likelihood estimatorstandard normal

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• APPROXIMATE CONFIDENCE INTERVALS
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Asymptotic Expansions Associated with Posterior Distributions
• Further remarks on asymptotic normality of likelihood and conditional analyses
• scientific article; zbMATH DE number 3930124 (Why is no real title available?)
• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 3713025 (Why is no real title available?)
• scientific article; zbMATH DE number 3778540 (Why is no real title available?)
• scientific article; zbMATH DE number 3282322 (Why is no real title available?)
• Likelihood inference about location and scale parameters
• Necessary Analysis and Adaptive Inference
• Normal likelihood functions
• Normal likelihoods and their relation to large sample theory of estimation
• On parameter transformations and interval estimation
• Properties of sufficiency and statistical tests
• Robustness and maximum likelihood estimation
• Tensor notation and cumulants of polynomials
• Two new properties of mathematical likelihood

Cited in

(12)

• The roles of conditioning in inference. With comments and rejoinder
• A simple approximation to the likelihood interval for a binomial proportion
• Conditionally least-informative distributions: the case of the location parameter
• Accurate inference for scale and location families
• Approximations to noncentral distributions
• Locally quadratic log likelihood and data-based transformations
• Conditional robustness in location estimation
• scientific article; zbMATH DE number 2051098 (Why is no real title available?)
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• scientific article; zbMATH DE number 774885 (Why is no real title available?)
• Approximation for the conditional distribution of the MLE with application to autoregression
• Optimal Intervals for Fisher’s problem of the Nile

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