Computation of distribution functions from likelihood information near observed data

DOI10.1016/J.JSPI.2003.12.021MaRDI QIDQ2485979zbMATH OpenOpenAlexFDO

Authors D. F. Andrews, D. A. S. Fraser, Augustine Wong

Publication date 5 August 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.12.021

zbMATH Keywords

Saddlepoint approximationTangent exponential modelTangent location modelTaylor series

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Parametric inference (62F99)

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Cites work

• Approximations of marginal tail probabilities and inference for scalar parameters
• Further remarks on asymptotic normality of likelihood and conditional analyses
• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 3766847 (Why is no real title available?)
• scientific article; zbMATH DE number 774827 (Why is no real title available?)
• Likelihood centered asymptotic model exponential and location model versions
• Modified signed log likelihood ratio
• On a formula for the distribution of the maximum likelihood estimator
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximation for the distribution function near the mean
• Tail Probability Approximations

Cited in

(11)

• The second order ancillary is rotation based
• Numerical conversion of likelihood to significance
• Likelihood inference in complex settings
• Third-order likelihood-based inference for the log-normal regression model
• Numerical computation of \(p\)-values with \textit{my}fitter
• Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood
• Is Bayes posterior just quick and dirty confidence?
• D. A. S. Fraser: From structural inference to asymptotics
• Second order ancillary: a differential view from continuity
• Tricks with metrics: combining statistics for improved inference in regression analysis
• Accurate parametric inference for small samples

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