An explicit large-deviation approximation to one-parameter tests.
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Publication:1815794
DOI10.2307/3318548zbMATH Open1066.62508OpenAlexW4235514676MaRDI QIDQ1815794FDOQ1815794
Authors: Ib M. Skovgaard 
Publication date: 1996
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1193839221
Recommendations
nuisance parametersparametric inferenceconditional inferencelarge-deviation expansionsmodified log-likelihood ratio test
Parametric hypothesis testing (62F03) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)
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- Improved Likelihood Inference for Discrete Data
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- Higher order accurate procedures to compare two normal populations
- Parametric bootstrapping with nuisance parameters
- Modern Likelihood‐Frequentist Inference
- Applying skovgaard's modified directed likelihood statistic to mixed linear models
- Alternatives to the usual likelihood ratio test in mixed linear models
- One-sided and two-sided tolerance intervals in general mixed and random effects models using small-sample asymptotics
- Likelihood functions based on parameter-dependent functions
- Small-sample one-sided testing in extreme value regression models
- On testing inference in beta regressions
- Integrated likelihood inference in small sample meta-analysis for continuous outcomes
- Adjustments of the profile likelihood from a new perspective
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Accurate higher-order likelihood inference on \(P(Y<X)\)
- Objective Bayes models for compatibility assessment and bias estimation
- Improved inference for a boundary parameter
- Implementation of higher-order asymptotics to S-plus.
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Testing variance parameters in models with a Kronecker product covariance structure
- Combining multivariate bioassays: accurate inference using small sample asymptotics
- Higher order inference for the consensus mean in inter-laboratory studies
- Small sample inference for gamma parameters: one‐sample and two‐sample problems
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Asymptotics and the theory of inference
- Confidence regions for comparison of two normal samples
- Accurate parametric inference for small samples
- Modified likelihood ratio tests for unit gamma regressions
- Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model.
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
- Modified likelihood ratio statistics for inflated beta regressions
- The formal relationship between analytic and bootstrap approaches to parametric inference
- Bartlett identities and large deviations in likelihood theory
- Random effects model for bias estimation: higher-order asymptotic inference
- An alpha-power extension for the Birnbaum-Saunders distribution
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- Can Bayesian, confidence distribution and frequentist inference agree?
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