Likelihood asymptotics
The author deals with improvements of the classical asymptotic results for likelihood inference. The ``improvements refer to better asymptotic and numerical approximations and the results aim at parametric tests and confidence intervals. This paper is concerned with general results for well-behaved parametric models and with common types of models such as nonlinear regression or mixed effects models. The main results presented are test probabilities obtained by Barndorff-Nielsen's statistic, \(r^{*}\), and its generalization for testing hypotheses involving several parameters. Examples illustrate the applicability and accuracy as well as the complexity of the required computations. The likelihood asymptotics are developed by merging two lines of research: asymptotic ancillarity is the basis of the statistical development, and saddlepoint approximations or Laplace-type approximations are simultaneously developed as the technical foundations.NEWLINENEWLINENEWLINEMany other problems and ideas are presented. Among them are linear models with non-normal errors, nonparametric linear models obtained by estimation of the residual density in combination with the present results, and the generalization of the results to restricted maximum likelihood and similar structured models. The appendix of the paper contains a brief review of exponential family notation together with some technical points on the profile score and on relative errors in large deviation regions.
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- Testing the equality of quantiles for several normal populations
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- Improved hypothesis testing in a general multivariate elliptical model
- Adjusted likelihood inference in an elliptical multivariate errors-in-variables model
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- Small-sample likelihood inference in extreme-value regression models
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
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- 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.
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- 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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