Practical Small-Sample Asymptotics for Regression Problems

DOI10.2307/2291660MaRDI QIDQ3129045zbMATH OpenOpenAlexFDO

Authors Robert L. Strawderman, George Casella, Martin T. Wells

Publication date 27 April 1997

Full work available at URL https://hdl.handle.net/1813/31857

zbMATH Keywords

confidence setsdistribution of regression coefficientsestimating equationsGibbs samplerlink functionslogistic regressionmaximum likelihood estimationMonte Carlo integrationsaddlepoint approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• scientific article; zbMATH DE number 51419
• scientific article; zbMATH DE number 2143284
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• Saddlepoint approximation to the distribution of general statistics

Cited in

(14)

• Quadrature methods for computing distributions.
• Sharpening Wald-type inference in robust regression for small samples
• Saddlepoint expansions in linear regression.
• Confidence lower limits for response probabilities under the logistic response model
• scientific article; zbMATH DE number 51419 (Why is no real title available?)
• Applied regression analysis bibliography update 1994-97
• Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
• Saddlepoint confidence intervals for variance components
• scientific article; zbMATH DE number 2143284 (Why is no real title available?)
• Small‐Sample Confidence Regions in Exponential Families
• Saddlepoint approximations for the estimator on a lagged dependent variable
• Finite-sample density and its small sample asymptotic approximation
• Approximate maximum likelihood estimators for linear regression with independent component-wise design matrix uncertainty
• Accurate parametric inference for small samples

This page was built for publication: Practical Small-Sample Asymptotics for Regression Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3129045)