Cited in
(only showing first 100 items - show all)- Approximate inference for the multinomial logit model
- Approximating the F-distribution via a general version of the modified signed log-likelihood ratio statistic
- The second order ancillary is rotation based
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
- Likelihood centered asymptotic model exponential and location model versions
- Conditional properties of Bayesian interval estimates
- Bootstrapping binomial confidence intervals
- On the accuracy of approximate studentization
- Asymptotics and the theory of inference
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
- Improved tests for the equality of normal coefficients of variation
- Strong matching of frequentist and Bayesian parametric inference
- Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
- Small-sample one-sided testing in extreme value regression models
- When should modes of inference disagree? Some simple but challenging examples
- A modified signed likelihood ratio test in elliptical structural models
- An improved selection test between autoregressive and moving average disturbances in regression models
- On an inferential model construction using generalized associations
- Confidence intervals of the ratio of means of two independent inverse Gaussian distributions
- Implementation of higher-order asymptotics to S-plus.
- An example in which the Lugannani - Rice saddlepoint formula fails
- An averaging approach to prediction
- Inference in a bimodal Birnbaum-Saunders model
- Early screening of ovarian cancer
- Comparing scale parameters in several gamma distributions with known shapes
- Improved testing inferences for beta regressions with parametric mean link function
- Accurate higher-order likelihood inference on \(P(Y<X)\)
- Improved inference for moving average disturbances in nonlinear regression models
- Improved small sample inference on the ratio of two coefficients of variation of two independent lognormal distributions
- Third-order inference for autocorrelation in nonlinear regression models
- Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
- Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value
- Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items
- Beyond first-order asymptotics for Cox regression
- Confidence intervals for \(P(Y < X)\) for the generalized exponential distribution
- Objective Bayesian higher-order asymptotics in models with nuisance parameters
- Influence on tests with focus on linear models
- The formal relationship between analytic and bootstrap approaches to parametric inference
- Lot acceptance and compliance testing based on the sample mean and minimum/maximum
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Interval estimation for the normal correlation coefficient
- Computation of distribution functions from likelihood information near observed data
- Approximate Bayesian computation with modified log-likelihood ratios
- Ovarian cancer screening based on mixture change-point model
- Likelihood-based confidence interval for the ratio of scale parameters of two independent Weibull distributions
- Highly accurate likelihood analysis for the seemingly unrelated regression problem
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
- Third-order likelihood-based inference for the log-normal regression model
- Cumulants and Bartlett Identities in Cox Regression
- A penalized likelihood approach to parameter estimation with integral reliability constraints
- Likelihood analysis for the ratio of means of two independent log-normal distributions
- Confidence Intervals for Survival Probabilities: A Comparison Study
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- Small-Sample Inference for the Comparison of Means of Log-Normal Distributions
- Interval estimation for the exponential inverse Gaussian distribution
- Monitoring Field Variability Using Confidence Interval for Coefficient of Variation
- Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
- Improved inference for first-order autocorrelation using likelihood analysis
- The higher order likelihood method for the common mean of several log-normal distributions
- General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
- A Likelihood-Based Approximation to the Cumulative Distribution Function of the NoncentraltDistribution
- Applied regression analysis bibliography update 1990-91
- An approximation for the noncentral chi-squared distribution
- Interval estimations of the two-parameter exponential distribution
- On standardizing the signed root log likelihood ratio statistic
- Generalized bartlett correction
- Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood
- A new permutation test statistic for K‐sample multivariate designs
- Applications of Likelihood Asymptotics for Nonlinear Regression in Herbicide Bioassays
- Tests Concerning Equicorrelation Matrices with Grouped Normal Data
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Point estimation based on confidence intervals: exponential families
- A Note on Determining thep-Value of Bartlett's Test of Homogeneity of Variances
- Likelihood based inference for the ratio of gamma means
- Saddlepoint approximations for the probability of ruin in finite time
- One-sided and two-sided tolerance intervals in general mixed and random effects models using small-sample asymptotics
- Modified likelihood ratio tests for unit gamma regressions
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Small sample inference for the common coefficient of variation
- scientific article; zbMATH DE number 7578289 (Why is no real title available?)
- Bayesian inference for Birnbaum–Saunders distribution and its generalization
- Birnbaum‐Saunders distribution: A review of models, analysis, and applications
- On testing inference in beta regressions
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Modified likelihood ratio statistics for inflated beta regressions
- Higher order inference for stress-strength reliability with independent Burr-type X distributions
- Transformations, means, and accurate confidence intervals
- Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables
- Testing the equality means of several log-normal distributions
- Performance of confidence interval tests for the ratio of two lognormal means applied to Weibull and gamma distribution data
- Combining multivariate bioassays: accurate inference using small sample asymptotics
- Confidence Intervals of Effect Size for Randomized Comparative Parallel-Group Studies with Unequal Variances
- Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean
- Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems
- Small sample likelihood inference for the ratio of means.
- Modern Likelihood‐Frequentist Inference
- Small sample inference for gamma parameters: one‐sample and two‐sample problems
- Signed likelihood ratio tests in the Birnbaum-Saunders regression model
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