Third-order likelihood-based inference for the log-normal regression model

DOI10.1080/02664763.2014.898134zbMath1352.62105OpenAlexW2074525618MaRDI QIDQ2953259

Chwu-Shiun Tarng

Publication date: 4 January 2017

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.898134

zbMATH Keywords

\(p\)-valuemodified signed log-likelihood ratio statisticlikelihood, saddlepointlog-normal regression model

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Cites Work

• Highly accurate likelihood analysis for the seemingly unrelated regression problem
• Third-order inference for the Weibull distribution
• Improved likelihood-based inference for the stationary AR(2) model
• Computation of distribution functions from likelihood information near observed data
• Ancillaries and conditional inference (with comments and rejoinder)
• Approximations of marginal tail probabilities and inference for scalar parameters
• Modified signed log likelihood ratio
• Saddle point approximation for the distribution of the sum of independent random variables
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Unnamed Item

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