Modified signed log likelihood ratio
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Publication:3580508
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- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
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- On the common mean of several inverse Gaussian distributions based on a higher order likelihood method
- An example in which the Lugannani - Rice saddlepoint formula fails
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- On standardizing the signed root log likelihood ratio statistic
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- A note on interval estimation of \(P(X<Y)\) using lower record data from the generalized exponential distribution
- Computation of distribution functions from likelihood information near observed data
- General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
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- Birnbaum‐Saunders distribution: A review of models, analysis, and applications
- The higher order likelihood method for the common mean of several log-normal distributions
- A new permutation test statistic for K‐sample multivariate designs
- Strong matching of frequentist and Bayesian parametric inference
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- Bayesian inference for Birnbaum–Saunders distribution and its generalization
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- Influence on tests with focus on linear models
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- Likelihood centered asymptotic model exponential and location model versions
- Testing the equality means of several log-normal distributions
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- Asymptotics and the theory of inference
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- Signed likelihood ratio tests in the Birnbaum-Saunders regression model
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Point estimation based on confidence intervals: exponential families
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- Improved interval estimation for the two-parameter Birnbaum-Saunders distribution
- Saddlepoint approximations for the probability of ruin in finite time
- Modified likelihood ratio statistics for inflated beta regressions
- On the accuracy of approximate studentization
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- A note on inference for \(P(X<Y)\) for right truncated exponentially distributed data
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- Approximate Bayesian computation with modified log-likelihood ratios
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- The VGAM package for negative binomial regression
- Interval estimation for the exponential inverse Gaussian distribution
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
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- Comparing scale parameters in several gamma distributions with known shapes
- On testing inference in beta regressions
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- Small-sample one-sided testing in extreme value regression models
- Improved small sample inference on the ratio of two coefficients of variation of two independent lognormal distributions
- When should modes of inference disagree? Some simple but challenging examples
- Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables
- Tests Concerning Equicorrelation Matrices with Grouped Normal Data
- Cumulants and Bartlett Identities in Cox Regression
- A modified signed likelihood ratio test in elliptical structural models
- Modified likelihood ratio tests for unit gamma regressions
- scientific article; zbMATH DE number 7578289 (Why is no real title available?)
- Monitoring Field Variability Using Confidence Interval for Coefficient of Variation
- 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.
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