Modern Likelihood‐Frequentist Inference
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Cites work
- A framework for Bayesian and likelihood approximations in statistics
- A second-order investigation of asymptotic ancillarity
- Accurate directional inference for vector parameters
- Accurate parametric inference for small samples
- An empirical adjustment to the likelihood ratio statistic
- An explicit large-deviation approximation to one-parameter tests.
- Ancillaries and conditional inference (with comments and rejoinder)
- Applied Asymptotics
- Approximations for densities of sufficient estimators
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Asymptotics and the theory of inference
- Beyond first-order asymptotics for Cox regression
- Conditional properties of likelihood-based significance tests
- Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
- Conditional Versus Unconditional Confidence Intervals for the Parameters o the Weibull Distribution
- Effects of the reference set on frequentist inferences
- Essentials of Statistical Inference
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- Improved Likelihood Inference for Discrete Data
- Improving on exact tests by approximate conditioning
- Inference, asymptotics, and applications. Selected papers of Ib Michael Skovgaard, with introductions by his colleagues. Edited by Nancy Reid and Torben Martinussen
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Likelihood asymptotics
- Likelihood methods in statistics
- Local ancillarity
- Local sufficiency
- Mean loglikelihood and higher-order approximations
- Modified signed log likelihood ratio
- On a formula for the distribution of the maximum likelihood estimator
- On conditional inference for a real parameter: A differential approach on the sample space
- R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).
- Recent developments in bootstrap methodology
- Routes to higher-order accuracy in parametric inference
- Saddlepoint Approximations in Statistics
- Saddlepoint Approximations with Applications
- Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
- Similar tests and the standardized log likelihood ratio statistic
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Stability and uniqueness of \(p\)-values for likelihood-based inference
- Statistical Inference: Likelihood to Significance
- Statistical Models
Cited in
(8)- When should modes of inference disagree? Some simple but challenging examples
- Can Bayesian, confidence distribution and frequentist inference agree?
- The Automatic Construction of Bootstrap Confidence Intervals
- Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
- O. E. Barndorff-Nielsen's approximate conditional inference
- Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data
- holi
- Higher-order approximate confidence intervals
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