Third-order likelihood-based inference for the log-normal regression model
From MaRDI portal
Publication:2953259
Recommendations
Cites work
- scientific article; zbMATH DE number 800290 (Why is no real title available?)
- A simple general formula for tail probabilities for frequentist and Bayesian inference
- Ancillaries and conditional inference (with comments and rejoinder)
- Approximations of marginal tail probabilities and inference for scalar parameters
- Computation of distribution functions from likelihood information near observed data
- Highly accurate likelihood analysis for the seemingly unrelated regression problem
- Improved likelihood-based inference for the stationary AR(2) model
- Modified signed log likelihood ratio
- Saddle point approximation for the distribution of the sum of independent random variables
- Third-order inference for the Weibull distribution
Cited in
(4)- A note on likelihood asymptotics in normal linear regression
- scientific article; zbMATH DE number 774827 (Why is no real title available?)
- Third-order inference for autocorrelation in nonlinear regression models
- Behaviour of third order terms in quadratic approximations of LR- statistics in multivariate generalized linear models
This page was built for publication: Third-order likelihood-based inference for the log-normal regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2953259)