Routes to higher-order accuracy in parametric inference
DOI10.1111/J.1467-842X.2009.00548.XzbMATH Open1337.62037OpenAlexW2094828576MaRDI QIDQ2810367FDOQ2810367
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
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bootstraplikelihoodsimulationancillary statisticlikelihood ratio statisticnuisance parameterconditionalityobjective Bayesanalytic methodssigned root likelihood ratio statisticfull exponential family
Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cites Work
- Applied Asymptotics
- Testing Statistical Hypotheses
- On composite marginal likelihoods
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Title not available (Why is that?)
- Principles of Statistical Inference
- Simple and accurate one-sided inference from signed roots of likelihood ratios
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- Parametric bootstrapping with nuisance parameters
- Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
- Probability matching priors: Higher order asymptotics
- Conditioning, Likelihood, and Coherence: A Review of Some Foundational Concepts
- Essentials of Statistical Inference
- Simple and accurate one-sided inference based on a class of \(M\)-estimators
Cited In (10)
- Higher-order approximate confidence intervals
- Modern Likelihood‐Frequentist Inference
- Parametric bootstrap under model mis-specification
- Bootstrap adjustments of signed scoring rule root statistics
- Extensions of saddlepoint-based bootstrap inference
- Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Stable Asymptotics for M‐estimators
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
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