Conditionality resolutions
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(55)- Recent developments in bootstrap methodology
- A notion of an obstructive residual likelihood
- Interview with Nancy Reid
- On the conditions for the existence of ancillary statistics in a curved exponential family
- Higher order density approximations for solutions to estimating equations
- Waiting time and complexity for matching patterns with automata
- Explicit distributional results in pattern formation
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Modified profile likelihood for fixed-effects panel data models
- A practical procedure to find matching priors for frequentist inference
- Likelihood functions based on parameter-dependent functions
- The foundations of confounding in epidemiology
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- On standardizing the signed root log likelihood ratio statistic
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- Adjustments of the profile likelihood from a new perspective
- Efficiency of observed information adaptive designs in linear models
- Monte Carlo modified profile likelihood in models for clustered data
- The diagonal multivariate natural exponential families and their classification
- Integrated likelihood computation methods
- Non-nested linear models: A conditional confidence approach
- Likelihood inference in complex settings
- Inference for the Sharpe ratio using a likelihood-based approach
- D. A. S. Fraser: From structural inference to asymptotics
- Exact likelihood inference in group interaction network models
- Adjusted profile likelihoods for the weibull shape parameter
- Asymptotics and the theory of inference
- Conditional inference for possibly unidentified structural equations
- O. E. Barndorff-Nielsen's approximate conditional inference
- Ole E. Barndorff-Nielsen: sand, wind and inference
- Cumulants and Bartlett Identities in Cox Regression
- On run statistics for binary trials
- Optimum statistical inference from randomly stopped random processes
- Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
- Conjugate priors for exponential-type processes
- On generalization of the analysis of variance
- Classes of diffusion-type processes with a sufficient reduction
- The second order ancillary is rotation based
- On sufficiency and ancillarity
- Asymptotic expansions at work
- Adjustments of profile likelihood through predictive densities
- Best equivariant estimation in curved covariance models
- Improved likelihood inference for the shape parameter in Weibull regression
- Some asymptotic results for fiducial and confidence distributions
- Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data
- Maximal co-ancillarity and maximal co-sufficiency
- Saddlepoint approximations for curved exponential families
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Which multivariate gamma distributions are infinitely divisible?
- Likelihood
- A conversation with Donald A. S. Fraser
- Second‐order inference for generalized least squares
- Modified profile likelihood estimation for the Weibull regression models in survival analysis
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
- Robust modified profile estimating function with application to the generalized estimating equation
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