On a formula for the distribution of the maximum likelihood estimator
From MaRDI portal
(Redirected from Publication:3314725)
ancillaritybivariate generalization of inverse Gaussian distributioncomposite transformation modelsconditional distribution of maximum likelihood estimatorconditionalityelimination of nuisance parametershyperboloid modelinformationinvariant measuremaximal invariantmodified profile likelihoodquasilikelihoodsaddlepoint approximationstable distribution
Recommendations
- Approximation for the conditional distribution of the MLE with application to autoregression
- scientific article; zbMATH DE number 4159854
- scientific article; zbMATH DE number 4007455
- The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case
- An expansion for the maximum likelihood estimator of location and its distribution function
Cited in
(only showing first 100 items - show all)- On Birnbaum-Saunders inference
- The second order ancillary is rotation based
- Normed likelihood as saddlepoint approximation
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
- Asymptotic ancillarity and conditional inference for stochastic processes
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Using the prior mean of a nuisance parameter
- Estimation and testing of regression disturbances based on modified likelihood functions
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla
- A useful reparameterization for the reliability in the Weibull case
- Asymptotics and the theory of inference
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
- Bartlett identities and large deviations in likelihood theory
- Multivariate dispersion models
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- On preferred point geometry in statistics
- Alternatives to the usual likelihood ratio test in mixed linear models
- Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
- Confidence distributions from likelihoods by median bias correction
- Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
- Contemporary frequentist views of the 2 2 binomial trial
- Monte Carlo modified profile likelihood in models for clustered data
- A note on directed adjusted profile likelihoods
- Likelihood functions based on parameter-dependent functions
- Small sample asymptotics: A review with applications to robust statistics
- Improved inference for the generalized Pareto distribution
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- On estimating common mean of several inverse Gaussian distributions
- Some perspectives on inference in high dimensions
- Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means
- An introduction to Bent Jørgensen's ideas
- The maximum likelihood estimations for a type of left ellipsoidal distribution
- Accurate higher-order likelihood inference on \(P(Y<X)\)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
- Beyond first-order asymptotics for Cox regression
- Integrated likelihood computation methods
- Improved Birnbaum-Saunders inference under type II censoring
- Objective Bayesian higher-order asymptotics in models with nuisance parameters
- Improved profile likelihood inference
- Assessing skewness, kurtosis and normality in linear mixed models
- Maximum likelihood estimator of the scale parameter for the Riesz distribution
- Robust modified profile estimating function with application to the generalized estimating equation
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
- Computation of distribution functions from likelihood information near observed data
- Robust Poisson regression
- Adjustments of the profile likelihood from a new perspective
- Model selection in the presence of incidental parameters
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- The density of the parameter estimators when the observations are distributed exponentially
- Estimating functions for repeated measures with incidental parameters
- On the equivalence between conditional and random-effects likelihoods in exponential families
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case
- Estimating a single shelf-life for multiple batches
- Simultaneous small sample inference for linear combinations of generalized linear model parameters
- A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model
- Restricted maximum likelihood estimation of joint mean-covariance models
- Likelihood inference in complex settings
- A matching prior for the shape parameter of the skew-normal distribution
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- An alpha-power extension for the Birnbaum-Saunders distribution
- Remedying the Neyman-Scott phenomenon in model discrimination
- Inferential estimation, likelihood, and linear pivotals
- Improved prediction intervals and distribution functions
- An orthogonality-based estimation of moments for linear mixed models
- Bias reduction of likelihood estimators in semiparametric frailty models
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- A regularized profile likelihood approach to covariance matrix estimation
- On the estimation of population size under dependent dual-record system: an adjusted profile-likelihood approach
- Views on conditional and marginal methods of statistical inference
- Simulation-assisted saddlepoint approximation
- Improved likelihood inference for the shape parameter in Weibull regression
- Closed-form likelihoods for stochastic differential equation growth models
- The rules of conditional inference: Is there a universal definition of nonformation?
- On Formulas for the Distribution of Nonlinear L.S. Estimates
- Allowance for skewness in maximum-likelihood estimation with application to the location-scale model
- scientific article; zbMATH DE number 4080623 (Why is no real title available?)
- Groups acting on Gaussian graphical models
- Estimating and Testing the Common Mean Direction of Several von MISES-FISHER Populations with Known Concentrations
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Performance of bartlett adjustment for certain likelihood ratio tests
- Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
- Circular functional relationships
- Interval estimations of the two-parameter exponential distribution
- On standardizing the signed root log likelihood ratio statistic
- Comparing Two Population Means and Variances: A Parametric Robust Way
- A smoothing principle for the Huber and other location M-estimators
- The estimating function bootstrap
- Likelihood inference for small variance components
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- An expansion for the maximum likelihood estimator of location and its distribution function
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Construction of multivariate dispersion models
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor
- Asymptotic expansions at work
- Saddlepoint approximations for the probability of ruin in finite time
This page was built for publication: On a formula for the distribution of the maximum likelihood estimator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3314725)
