Routes to higher-order accuracy in parametric inference

DOI10.1111/J.1467-842X.2009.00548.XMaRDI QIDQ2810367zbMATHOpenAlexFDO

Authors G. Alastair Young

Publication date 1 June 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.2009.00548.x

zbMATH Keywords

bootstraplikelihoodsimulationancillary statisticlikelihood ratio statisticnuisance parameterconditionalityobjective Bayesanalytic methodssigned root likelihood ratio statisticfull exponential family

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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Cites work

• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 1122119 (Why is no real title available?)
• Applied Asymptotics
• Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
• Conditioning, Likelihood, and Coherence: A Review of Some Foundational Concepts
• Essentials of Statistical Inference
• On composite marginal likelihoods
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Parametric bootstrapping with nuisance parameters
• Principles of Statistical Inference
• Probability matching priors: Higher order asymptotics
• Simple and accurate one-sided inference based on a class of \(M\)-estimators
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Testing Statistical Hypotheses

Cited in

(10)

• Bootstrap adjustments of signed scoring rule root statistics
• Stable Asymptotics for M‐estimators
• Saddlepoint approximations for short and long memory time series: a frequency domain approach
• Higher-order approximate confidence intervals
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
• Extensions of saddlepoint-based bootstrap inference
• Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
• Modern Likelihood‐Frequentist Inference
• Parametric bootstrap under model mis-specification

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