Invariants and likelihood ratio statistics
From MaRDI portal
Publication:1820527
DOI10.1214/aos/1176350167zbMath0615.62041MaRDI QIDQ1820527
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350167
invariants; cumulants; asymptotic expansion; curvature; likelihood ratio statistic; reparameterization; Bartlett adjustment factor; log-likelihood derivatives; tensor derivative
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62F99: Parametric inference
Related Items
Bartlett corrections for one-parameter exponential family models, Monte carlo comparison of wald's, likelihood ratio and rao's tests, A class of tests for a general covariance structure, An Erdős-Ko-Rado theorem for the derangement graph of PGL(\(2,q\)) acting on the projective line, Geometry of the log-likelihood ratio statistic in misspecified models, Bartlett-type modification for Rao's efficient score statistic, Fundamental equations for statistical submanifolds with applications to the Bartlett correction, Improved score tests for one-parameter exponential family models, Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator, Yokes and tensors derived from yokes, A geometric look at nuisance parameter effect of local powers in testing hypothesis, General matrix formulae for computing Bartlett corrections, Stochastic calculus, statistical asymptotics, Taylor strings and phyla, A proof of independent Bartlett correctability of nested likelihood ratio tests, Tensors and likelihood expansions in the presence of nuisance parameters, Robust tests in nonlinear regression models, Generalized higher-order differentiation, Strong Ramsey properties of simplices, The geometric structure of the expected/observed likelihood expansions, Exponential empirical likelihood is not Bartlett correctable, Perturbation selection and influence measures in local influence analysis, Bartlett correction factors in logistic regression models, Assessing case influence on confidence intervals in nonlinear regression, DIFFERENTIAL GEOMETRY OF ARMA MODELS, Corrected likelihood ratio tests for von mises regression models
