On a formula for the distribution of the maximum likelihood estimator
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Publication:3314725
informationquasilikelihoodstable distributionsaddlepoint approximationinvariant measuremaximal invariantmodified profile likelihoodancillarityconditionalityhyperboloid modelcomposite transformation modelselimination of nuisance parametersbivariate generalization of inverse Gaussian distributionconditional distribution of maximum likelihood estimator
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- Model selection in the presence of incidental parameters
- Estimating generalized semiparametric additive models using parameter cascading
- Modern likelihood inference for the maximum/minimum of a bivariate normal vector
- The estimating function bootstrap
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
- The density of the parameter estimators when the observations are distributed exponentially
- Dealing with monotone likelihood in a model for speckled data
- Comparing Two Population Means and Variances: A Parametric Robust Way
- An introduction to Bent Jørgensen's ideas
- Normed likelihood as saddlepoint approximation
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Beyond first-order asymptotics for Cox regression
- Estimating functions for repeated measures with incidental parameters
- Estimation and testing of regression disturbances based on modified likelihood functions
- Robust Poisson regression
- A useful reparameterization for the reliability in the Weibull case
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes
- Higher order density approximations for solutions to estimating equations
- Saddlepoint approximations for the probability of ruin in finite time
- Modern Likelihood‐Frequentist Inference
- Modifications of REML algorithm for HGLMs
- A modification of profile empirical likelihood for the exponential-tilt model
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
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- On the equivalence between conditional and random-effects likelihoods in exponential families
- Modified profile likelihood for fixed-effects panel data models
- Alternatives to the usual likelihood ratio test in mixed linear models
- Inferential estimation, likelihood, and linear pivotals
- Improved profile likelihood inference
- Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
- Likelihood functions based on parameter-dependent functions
- Views on conditional and marginal methods of statistical inference
- Interval estimations of the two-parameter exponential distribution
- Likelihood-based inference for the ratios of regression coefficients in linear models
- Circular functional relationships
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- On testing inference in beta regressions
- Approximation for the conditional distribution of the MLE with application to autoregression
- Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means
- On standardizing the signed root log likelihood ratio statistic
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
- 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)
- Adjustments of the profile likelihood from a new perspective
- Parameter estimation in semi-linear models using a maximal invariant likelihood function
- Estimating and Testing the Common Mean Direction of Several von MISES-FISHER Populations with Known Concentrations
- Monte Carlo modified profile likelihood in models for clustered data
- A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
- Assessing skewness, kurtosis and normality in linear mixed models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Bias reduction of likelihood estimators in semiparametric frailty models
- Accurate higher-order likelihood inference on \(P(Y<X)\)
- Small sample asymptotics: A review with applications to robust statistics
- Integrated likelihood computation methods
- The maximum likelihood estimations for a type of left ellipsoidal distribution
- Likelihood inference in complex settings
- A smoothing principle for the Huber and other location M-estimators
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- A note on directed adjusted profile likelihoods
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- Inducement of population sparsity
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Parameter estimation and inference in the linear mixed model
- Maximum likelihood estimator of the scale parameter for the Riesz distribution
- Meta-analysis of diagnostic studies based upon SROC-curves: a mixed model approach using the Lehmann family
- Allowance for skewness in maximum-likelihood estimation with application to the location-scale model
- A matching prior for the product of normal means based on the modified profile likelihood
- A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model
- An orthogonality-based estimation of moments for linear mixed models
- On preferred point geometry in statistics
- An expansion for the maximum likelihood estimator of location and its distribution function
- Estimating a single shelf-life for multiple batches
- On the MLE of the Waring distribution
- Performance of bartlett adjustment for certain likelihood ratio tests
- Simulation-assisted saddlepoint approximation
- The Automatic Construction of Bootstrap Confidence Intervals
- Improved prediction intervals and distribution functions
- Adjusted profile likelihoods for the weibull shape parameter
- Estimation for frailty measurement error Cox models based on profile likelihood and Bayes methods
- Selection of error probability laws by generalized modified profile likelihood
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Asymptotics and the theory of inference
- A regularized profile likelihood approach to covariance matrix estimation
- Remedying the Neyman-Scott phenomenon in model discrimination
- Accurate parametric inference for small samples
- Mean and median bias reduction in generalized linear models
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Construction of multivariate dispersion models
- Improved estimation in negative binomial regression
- Closed-form likelihoods for stochastic differential equation growth models
- On Birnbaum-Saunders inference
- Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
- Reduced bias estimation of the log odds ratio
- Asymptotic ancillarity and conditional inference for stochastic processes
- Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions
- Rejoinder: ``Likelihood inference for models with unobservables: another view
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