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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Cited in
(only showing first 100 items - show all)- On Formulas for the Distribution of Nonlinear L.S. Estimates
- Simultaneous small sample inference for linear combinations of generalized linear model parameters
- Epistemic confidence in the observed confidence interval
- Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
- The second order ancillary is rotation based
- On sufficiency and ancillarity
- Asymptotic expansions at work
- Adjustments of profile likelihood through predictive densities
- On the estimation of population size under dependent dual-record system: an adjusted profile-likelihood approach
- Improved log-Birnbaum-Saunders inference under type II censoring
- Multivariate dispersion models
- On estimating common mean of several inverse Gaussian distributions
- Some perspectives on inference in high dimensions
- Improved likelihood inference for the shape parameter in Weibull regression
- A matching prior for the shape parameter of the skew-normal distribution
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla
- The p-value Function and Statistical Inference
- Confidence distributions from likelihoods by median bias correction
- Bartlett identities and large deviations in likelihood theory
- Maximal co-ancillarity and maximal co-sufficiency
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Using the prior mean of a nuisance parameter
- The role of score and information bias in panel data likelihoods
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case
- Improved inference for the generalized Pareto distribution
- Computation of distribution functions from likelihood information near observed data
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
- Improved Birnbaum-Saunders inference under type II censoring
- Objective Bayesian higher-order asymptotics in models with nuisance parameters
- Likelihood inference for small variance components
- Enhanced Laplace approximation
- The rules of conditional inference: Is there a universal definition of nonformation?
- Groups acting on Gaussian graphical models
- Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor
- An alpha-power extension for the Birnbaum-Saunders distribution
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Restricted maximum likelihood estimation of joint mean-covariance models
- Modified profile likelihood estimation for the Weibull regression models in survival analysis
- Likelihood-based inference for the transmuted log-logistic model in the presence of right-censored data
- scientific article; zbMATH DE number 7578289 (Why is no real title available?)
- Robust modified profile estimating function with application to the generalized estimating equation
- Contemporary frequentist views of the \(2\times 2\) binomial trial
- Recent developments in bootstrap methodology
- 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
- scientific article; zbMATH DE number 4080623 (Why is no real title available?)
- 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
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