Likelihood methods in statistics
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Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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(only showing first 100 items - show all)- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Marginal posterior simulation via higher-order tail area approximations
- Regularized Bayesian estimation of generalized threshold regression models
- A skew-normal factor model for the analysis of student satisfaction towards university courses
- Asymptotics and the theory of inference
- Remedying the Neyman-Scott phenomenon in model discrimination
- Accurate parametric inference for small samples
- Approximate conditional inference in mixed-effects models with binary data
- Motion recovery by integrating over the joint image manifold
- Improved inference for first-order autocorrelation using likelihood analysis
- The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number
- On maximum likelihood estimation of a Pareto mixture
- On Birnbaum-Saunders inference
- Numerical Methods for Nonlinear Estimating Equations
- Inference for the analysis of ordinal data with spatio-temporal models
- Testing practical relevance of treatment effects
- Rational maximum likelihood estimators of Kronecker covariance matrices
- Bounded estimation in the presence of nuisance parameters
- Some challenges for statistics
- scientific article; zbMATH DE number 1782877 (Why is no real title available?)
- A note on comparison and improvement of estimators based on likelihood
- Higher-order asymptotics for scoring rules
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
- The second order ancillary is rotation based
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- Small sample equivalence tests for exponentiality
- Adjustments of profile likelihood through predictive densities
- Interval estimation of for generalized Pareto distribution
- Applied Asymptotics
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Signal extraction and filtering by linear semiparametric methods
- Assessing sensitivity to priors using higher order approximations
- On the estimation of population size under dependent dual-record system: an adjusted profile-likelihood approach
- Resampling: an improvement of importance sampling in varying population size models
- Improved log-Birnbaum-Saunders inference under type II censoring
- Confidence intervals for the parameter in the Kpenadidum distribution: comparative evaluation and real-world application
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- scientific article; zbMATH DE number 3930142 (Why is no real title available?)
- On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
- Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
- Improved likelihood inference for the shape parameter in Weibull regression
- The formal relationship between analytic and bootstrap approaches to parametric inference
- Aspects of likelihood inference
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling
- Local limit theory and large deviations for supercritical branching processes.
- Improved testing inferences for beta regressions with parametric mean link function
- The role of score and information bias in panel data likelihoods
- Conditional density estimation using the local Gaussian correlation
- Some properties of a parameterization useful in integrated likelihood inference
- Information bounds for Gaussian copulas
- Likelihood, Replicability and Robbins' Confidence Sequences
- Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Improved Birnbaum-Saunders inference under type II censoring
- Objective Bayesian higher-order asymptotics in models with nuisance parameters
- Likelihood testing with censored and missing duration data
- Direct simultaneous inference in additive models and its application to model undernutrition
- Goodness-of-fit tests in mixed models
- A note on approximate Bayesian credible sets based on modified loglikelihood ratios
- Corrected likelihood-ratio tests in logistic regression using small-sample data
- An alpha-power extension for the Birnbaum-Saunders distribution
- A note on transformed likelihood approach in linear dynamic panel models
- Restricted maximum likelihood estimation of joint mean-covariance models
- scientific article; zbMATH DE number 3925957 (Why is no real title available?)
- A new similarity measure for nonlocal filtering in the presence of multiplicative noise
- Temporal Pattern in Number of Staff on Sick Leave: The Effect of Downsizing
- A Bayesian decision theoretic approach to directional multiple hypotheses problems
- Confidence distribution for the ability parameter of the Rasch model
- scientific article; zbMATH DE number 3986357 (Why is no real title available?)
- Likelihood Methods for Controlled Calibration
- Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
- Can Bayesian, confidence distribution and frequentist inference agree?
- Recent developments in bootstrap methodology
- Model selection in the presence of incidental parameters
- Inference in a bimodal Birnbaum-Saunders model
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- Improved hypothesis testing in a general multivariate elliptical model
- Beyond first-order asymptotics for Cox regression
- Finite mixture for panels with fixed effects
- Robust Inference in Conditionally Linear Nonlinear Regression Models
- An alternative specification of generalized linear mixed models
- Improved inference on risk measures for univariate extremes
- Improved Likelihood Inference for Discrete Data
- Higher-order approximate confidence intervals
- Parametric bootstrapping with nuisance parameters
- Jordan algebras, generating pivot variables and orthogonal normal models
- Second order ancillary: a differential view from continuity
- Directed likelihood statistic to test the concentration parameter in von Mises regressions
- On probability matching priors
- Improved testing inference in mixed linear models
- Modern Likelihood‐Frequentist Inference
- Parametric bootstrap under model mis-specification
- A measure of evidence based on the likelihood-ratio statistics
- Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
- An improved integrated likelihood population size estimation in dual-record system
- On the equivalence between conditional and random-effects likelihoods in exponential families
- Modified profile likelihood for fixed-effects panel data models
- Likelihood asymptotics
- scientific article; zbMATH DE number 4107935 (Why is no real title available?)
- scientific article; zbMATH DE number 791368 (Why is no real title available?)
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