Likelihood Asymptotics
From MaRDI portal
Publication:2722301
DOI10.1111/1467-9469.00223zbMath0965.62014OpenAlexW4249826780MaRDI QIDQ2722301
Publication date: 11 July 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00223
nuisance parametersconditional inferencelarge deviation expansionsmodified log likelihood ratio test
Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Laplace transform (44A10) Asymptotic properties of parametric tests (62F05)
Related Items (49)
Modified likelihood ratio tests for unit gamma regressions ⋮ Inference for the difference of two independent KS Sharpe ratios under lognormal returns ⋮ Small-sample one-sided testing in extreme value regression models ⋮ Higher-order approximate confidence intervals ⋮ Small-Sample Inference for the Comparison of Means of Log-Normal Distributions ⋮ Influence on tests with focus on linear models ⋮ Modified profile likelihood inference and interval forecast of the burst of financial bubbles ⋮ Confidence regions for comparison of two normal samples ⋮ Improved likelihood ratio tests in a measurement error model for multivariate replicated data ⋮ Likelihood Methods for Controlled Calibration ⋮ The higher order likelihood method for the common mean of several log-normal distributions ⋮ Testing the equality of quantiles for several normal populations ⋮ Higher-order asymptotic refinements in the multivariate Dirichlet regression model ⋮ Small sample inference for the common coefficient of variation ⋮ Can Bayesian, confidence distribution and frequentist inference agree? ⋮ Bootstrap-based testing inference in beta regressions ⋮ Modern Likelihood‐Frequentist Inference ⋮ Jointly pooling aggregated effect sizes and their standard errors from studies with continuous clinical outcomes ⋮ Improved hypothesis testing in a general multivariate elliptical model ⋮ Higher order density approximations for solutions to estimating equations ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Accurate parametric inference for small samples ⋮ Asymptotic skewness for the beta regression model ⋮ The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ A note on approximate Bayesian credible sets based on modified loglikelihood ratios ⋮ Asymptotics and the theory of inference ⋮ Improved testing inferences for beta regressions with parametric mean link function ⋮ Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models ⋮ Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models ⋮ Improved likelihood inference in beta regression ⋮ Combining Multivariate Bioassays: Accurate Inference Using Small Sample Asymptotics ⋮ Some restriction tests in a new class of regression models for proportions ⋮ On the global geometry of parametric models and information recovery ⋮ Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model ⋮ Adjustments of the profile likelihood from a new perspective ⋮ Tests Concerning Equicorrelation Matrices with Grouped Normal Data ⋮ Confidence and Likelihood* ⋮ Approximate Bayesian computation with modified log-likelihood ratios ⋮ Higher order inference for the consensus mean in inter-laboratory studies ⋮ On testing inference in beta regressions ⋮ Small-sample likelihood inference in extreme-value regression models ⋮ Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error ⋮ Modified likelihood ratio statistics for inflated beta regressions ⋮ Accurate Directional Inference for Vector Parameters in Linear Exponential Families ⋮ Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value ⋮ Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model. ⋮ Beyond first-order asymptotics for Cox regression ⋮ Directional testing for high dimensional multivariate normal distributions ⋮ Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems
This page was built for publication: Likelihood Asymptotics