On parameter transformations and interval estimation

DOI10.1093/BIOMET/71.3.477MaRDI QIDQ3681725zbMATH OpenOpenAlexFDO

Authors Thomas J. Diciccio

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.3.477

zbMATH Keywords

asymptotic biascurved exponential familiesmaximum likelihood estimationnonlinear regressionnormal approximationsnormal likelihoodparameterizationsscalar parametersecond-order propertiessigned square root of the likelihood-ratio statisticskewnessTransformation formulaevariance stability

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

Recommendations

• Reduction of bias and skewness with applications to second order accuracy
• scientific article; zbMATH DE number 4159854
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
• Modified maximum likelihood estimation in one-parameter exponential family models
• On the finite sample effects of nonlinear reparameterizations

Cited in

(22)

• Interval estimation for the scale parameter of the two-parameter exponential distribution based on time-censored data
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• A robust adjustment of the profile likelihood
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• A simple approximation to the likelihood interval for a binomial proportion
• Approximating exponential models
• Locally quadratic log likelihood and data-based transformations
• scientific article; zbMATH DE number 5717577 (Why is no real title available?)
• Approximate conditional inference for location familles
• Pivotal ouantities based on the conditional distribution function transform in models with accessory parameters
• Reduction of bias and skewness with applications to second order accuracy
• Modified maximum likelihood estimation in one-parameter exponential family models
• Bias-corrected maximum likelihood estimation for the beta distribution
• On standardizing the signed root log likelihood ratio statistic
• Cellular telephones and motor‐vehicle collisions: Some variations on matched‐pairs analysis
• Generalized bartlett correction
• Transform Estimation of Parameters for Stage-Frequency Data
• Simple alternatives for Box-Cox transformations
• On the finite sample effects of nonlinear reparameterizations
• Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand
• Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
• Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in k-sample generalized estimating equations

This page was built for publication: On parameter transformations and interval estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3681725)