Likelihood asymptotics
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(71)- Almost-sure approximation of likelihood and statistical estimates
- Asymptotics and the theory of inference
- Small-sample one-sided testing in extreme value regression models
- On the global geometry of parametric models and information recovery
- A note on likelihood asymptotics in normal linear regression
- The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
- Directional testing for high dimensional multivariate normal distributions
- Bootstrap-based testing inference in beta regressions
- Improved testing inferences for beta regressions with parametric mean link function
- Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value
- Beyond first-order asymptotics for Cox regression
- Influence on tests with focus on linear models
- Asymptotic skewness for the beta regression model
- A note on approximate Bayesian credible sets based on modified loglikelihood ratios
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Adjustments of the profile likelihood from a new perspective
- Approximate Bayesian computation with modified log-likelihood ratios
- Can Bayesian, confidence distribution and frequentist inference agree?
- Likelihood methods in statistics
- Likelihood Inference for Exponential-Trawl Processes
- Improved likelihood inference in beta regression
- Higher order inference for the consensus mean in inter-laboratory studies
- Confidence regions for comparison of two normal samples
- Further remarks on asymptotic normality of likelihood and conditional analyses
- Small-Sample Inference for the Comparison of Means of Log-Normal Distributions
- Likelihood as an index of fit
- The higher order likelihood method for the common mean of several log-normal distributions
- Aspects of likelihood inference
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- Confidence and Likelihood*
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- Applications of Likelihood Asymptotics for Nonlinear Regression in Herbicide Bioassays
- Tests Concerning Equicorrelation Matrices with Grouped Normal Data
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Likelihood Methods for Controlled Calibration
- Upper Probabilities Based Only on the Likelihood Function
- Accurate directional inference for vector parameters in linear exponential families
- Modified likelihood ratio tests for unit gamma regressions
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Testing the equality of quantiles for several normal populations
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Small sample inference for the common coefficient of variation
- Improved hypothesis testing in a general multivariate elliptical model
- Adjusted likelihood inference in an elliptical multivariate errors-in-variables model
- On testing inference in beta regressions
- Small-sample likelihood inference in extreme-value regression models
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Modified likelihood ratio statistics for inflated beta regressions
- scientific article; zbMATH DE number 370368 (Why is no real title available?)
- Combining multivariate bioassays: accurate inference using small sample asymptotics
- Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems
- Modern Likelihood‐Frequentist Inference
- Jointly pooling aggregated effect sizes and their standard errors from studies with continuous clinical outcomes
- Bartlett corrections for zero-adjusted generalized linear models
- Directional tests in Gaussian graphical models
- O. E. Barndorff-Nielsen's approximate conditional inference
- Bartlett-type correction for testing homogeneity of inverse Gaussian means
- Higher-order asymptotic refinements in a multivariate regression model with general parameterization
- Tricks with metrics: combining statistics for improved inference in regression analysis
- Improved likelihood ratio tests in beta-prime regression models
- Self-normalized quantile empirical saddlepoint approximation
- Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model.
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns
- Higher-order approximate confidence intervals
- Higher order density approximations for solutions to estimating equations
- Tilted Edgeworth expansions for asymptotically normal vectors
- Accurate parametric inference for small samples
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- Some restriction tests in a new class of regression models for proportions
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