Quasi profile and directed likelihoods from estimating functions

MaRDI QIDQ1909451zbMATH OpenFDO

Authors Ole E. Barndorff-Nielsen

Publication date 4 July 1996

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

estimating equationsprofile likelihoodquasi directed likelihoodquasi log likelihoodquasi profile log likelihood

Mathematics Subject Classification ID

Point estimation (62F10)

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(16)

• On confidence intervals associated with quasi-likelihood
• Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
• Quasi-profile loglikelihoods for unbiased estimating functions
• Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
• A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models
• Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
• Pseudo-Likelihoods for Bayesian Inference
• Quadratic Artificial Likelihood Functions Using Estimating Functions
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• Directionally differentiable econometric models
• On bias reduction estimators of skew-normal and skew-\(t\) distributions
• Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power
• Modified quasi-profile likelihoods from estimating functions
• Default prior distributions from quasi- and quasi-profile likelihoods
• An RKHS framework for functional data analysis

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