Likelihood methods in statistics
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)
This is book gives an introduction to likelihood inference. Included is a discussion of modern aspects as saddlepoint approximations, conditional and marginal inference. The emphasis of the book is on the development of statistical methods and a description of the underlying theory. It is suitable for students and statisticians who are not specialists in higher-order asymptotics.NEWLINENEWLINENEWLINELarge sample approximations are presented in chapter 2. This includes Edgeworth series approximation, saddlepoint approximations, stochastic asymptotic expansions, and Laplace approximations. The following chapter gives an introduction to the likelihood itself. First, some properties of the likelihood function are discussed. Then the likelihood principle, regular models, information, and methods of inference are presented. The classical theory of likelihood inference is based on first-order asymptotic theory. This is the topic of chapter 4. Here, maximum likelihood estimates and the likelihood ratio statistic play the central role.NEWLINENEWLINENEWLINEIn chapter 5, higher-order asymptotic theory is considered. This theory uses approximations based on either an Edgeworth expansion or a saddlepoint approximation. In chapter 6, the approximation of conditional distributions given an ancillary statistic is discussed. It also deals with approximate ancillarity and the approximation of sample space derivatives. The modified signed likelihood ratio statistic is derived in chapter 7, along with several approximations to that statistic. Conditional and marginal likelihood functions are presented in chapter 8, and chapter 9 considers the modified profile likelihood function along with several approximations.NEWLINENEWLINENEWLINEEach chapter has a section with discussion and references and one with exercises.
- Exact conditional inference for two uniform populations
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
- Signal extraction and filtering by linear semiparametric methods
- Stacked Laplace-EM algorithm for duration models with time-varying and random effects
- On Birnbaum-Saunders inference
- Bounded estimation in the presence of nuisance parameters
- Some challenges for statistics
- The second order ancillary is rotation based
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling
- Asymptotics and the theory of inference
- Alternatives to the usual likelihood ratio test in mixed linear models
- Small-sample one-sided testing in extreme value regression models
- A modified signed likelihood ratio test in elliptical structural models
- Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling
- Conditional density estimation using the local Gaussian correlation
- Monte Carlo modified profile likelihood in models for clustered data
- Tensors and likelihood expansions in the presence of nuisance parameters
- Using Fisher scoring to fit extended Poisson process models
- Parametric statistical models and likelihood
- A note on directed adjusted profile likelihoods
- Local limit theory and large deviations for supercritical branching processes.
- Likelihood functions based on parameter-dependent functions
- On the foundations of likelihood principle
- A new similarity measure for nonlocal filtering in the presence of multiplicative noise
- Inference in a bimodal Birnbaum-Saunders model
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number
- A measure of evidence based on the likelihood-ratio statistics
- Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means
- Improved inference on risk measures for univariate extremes
- Improved testing inferences for beta regressions with parametric mean link function
- On maximum likelihood estimation of a Pareto mixture
- Accurate higher-order likelihood inference on \(P(Y<X)\)
- Higher-order approximations for interval estimation in binomial settings
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
- Pseudo-likelihood, explanatory power, and Bayes's theorem [Comment on: ``A likelihood paradigm for clinical trials]
- Likelihood testing with censored and missing duration data
- Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
- Beyond first-order asymptotics for Cox regression
- Integrated likelihood computation methods
- Improved Birnbaum-Saunders inference under type II censoring
- Objective Bayesian higher-order asymptotics in models with nuisance parameters
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
- Profile information matrix for nonlinear transformation models
- Improved profile likelihood inference
- Integrated likelihoods in parametric survival models for highly clustered censored data
- Resampling: an improvement of importance sampling in varying population size models
- The formal relationship between analytic and bootstrap approaches to parametric inference
- A note on approximate Bayesian credible sets based on modified loglikelihood ratios
- Approximate conditional inference in mixed-effects models with binary data
- Information bounds for Gaussian copulas
- Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
- An implicit function approach to constrained optimization with applications to asymptotic expansions
- Parametric bootstrapping with nuisance parameters
- Adjustments of the profile likelihood from a new perspective
- Approximate Bayesian computation with modified log-likelihood ratios
- Model selection in the presence of incidental parameters
- Motion recovery by integrating over the joint image manifold
- Can Bayesian, confidence distribution and frequentist inference agree?
- Likelihood asymptotics
- On the equivalence between conditional and random-effects likelihoods in exponential families
- An improved integrated likelihood population size estimation in dual-record system
- Higher-order Bayesian Approximations for Pseudo-posterior Distributions
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
- Restricted maximum likelihood estimation of joint mean-covariance models
- Likelihood inference in complex settings
- Finite mixture for panels with fixed effects
- Default priors based on pseudo-likelihoods for the Poisson-GPD model
- An alpha-power extension for the Birnbaum-Saunders distribution
- Accurate inference for scale and location families
- Pseudo-Likelihoods for Bayesian Inference
- Improved likelihood inference in beta regression
- Remedying the Neyman-Scott phenomenon in model discrimination
- Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
- Statistical Inference: Likelihood to Significance
- On the estimation of population size under dependent dual-record system: an adjusted profile-likelihood approach
- Improved Likelihood Inference for Discrete Data
- Temporal Pattern in Number of Staff on Sick Leave: The Effect of Downsizing
- Improved likelihood inference for the shape parameter in Weibull regression
- Jordan algebras, generating pivot variables and orthogonal normal models
- Improved inference for first-order autocorrelation using likelihood analysis
- Assessing sensitivity to priors using higher order approximations
- Robust Inference in Conditionally Linear Nonlinear Regression Models
- On probability matching priors
- scientific article; zbMATH DE number 3925957 (Why is no real title available?)
- scientific article; zbMATH DE number 3930142 (Why is no real title available?)
- Aspects of likelihood inference
- scientific article; zbMATH DE number 3986357 (Why is no real title available?)
- scientific article; zbMATH DE number 4107935 (Why is no real title available?)
- A Bayesian decision theoretic approach to directional multiple hypotheses problems
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- Statistical Evidence
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- Numerical Methods for Nonlinear Estimating Equations
- On interval and point estimators based on a penalization of the modified profile likelihood
- scientific article; zbMATH DE number 1782877 (Why is no real title available?)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
- Fitting spatial regressions to large datasets using unilateral approximations
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