ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE

DOI10.1111/j.1467-842X.2009.00548.xzbMath1337.62037OpenAlexW2094828576MaRDI QIDQ2810367

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

likelihoodbootstrapsimulationlikelihood ratio statisticancillary statisticnuisance parameteranalytic methodsobjective Bayesconditionalitysigned 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)

Related Items (10)

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

Cites Work

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• Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Conditioning, Likelihood, and Coherence: A Review of Some Foundational Concepts
• Applied Asymptotics
• Testing Statistical Hypotheses
• Principles of Statistical Inference
• Essentials of Statistical Inference

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