scientific article; zbMATH DE number 3978129
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(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
- Normed likelihood as saddlepoint approximation
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
- Likelihood centered asymptotic model exponential and location model versions
- Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
- An extension of the conditional likelihood ratio test to the general multiparameter case
- Conditional properties of Bayesian interval estimates
- Interval estimation for the scale parameter of the two-parameter exponential distribution based on time-censored data
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling
- Testing regions with nonsmooth boundaries via multiscale bootstrap
- Asymptotics and the theory of inference
- Bartlett identities and large deviations in likelihood theory
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- 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
- A modified signed likelihood ratio test in elliptical structural models
- Confidence distributions from likelihoods by median bias correction
- A refinement to approximate conditional inference
- Confidence intervals of the ratio of means of two independent inverse Gaussian distributions
- On approximate inference for the two-parameter gamma model
- Implementation of higher-order asymptotics to S-plus.
- An example in which the Lugannani - Rice saddlepoint formula fails
- Hypothesis testing in the presence of nuisance parameters
- An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures
- Inference in a bimodal Birnbaum-Saunders model
- Early screening of ovarian cancer
- Directional testing for high dimensional multivariate normal distributions
- Tail bounds for empirically standardized sums
- Confidence intervals for seroprevalence
- An improved high order moment-based saddlepoint approximation method for reliability analysis
- Comparing scale parameters in several gamma distributions with known shapes
- Improved testing inferences for beta regressions with parametric mean link function
- Improved inference for moving average disturbances in nonlinear regression models
- Higher-order approximations for interval estimation in binomial settings
- Improved small sample inference on the ratio of two coefficients of variation of two independent lognormal distributions
- Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
- 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
- Converting observed likelihood functions to tail probabilities
- The Pitman estimator of the Cauchy location parameter
- Influence on tests with focus on linear models
- The formal relationship between analytic and bootstrap approaches to parametric inference
- Robust modified profile estimating function with application to the generalized estimating equation
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Interval estimation for the normal correlation coefficient
- Parametric bootstrapping with nuisance parameters
- Computation of distribution functions from likelihood information near observed data
- Ancillaries and conditional inference (with comments and rejoinder)
- Ovarian cancer screening based on mixture change-point model
- Likelihood-based confidence interval for the ratio of scale parameters of two independent Weibull distributions
- Higher order accurate procedures to compare two normal populations
- Posterior simulation via the signed root log-likelihood ratio
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Routes to higher-order accuracy in parametric inference
- Leverage adjustments for dispersion modelling in generalized nonlinear models
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
- 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
- scientific article; zbMATH DE number 4180539 (Why is no real title available?)
- The higher order likelihood method for the common mean of several log-normal distributions
- On probability matching priors
- Approximate conditional inference for location familles
- Similar tests and the standardized log likelihood ratio statistic
- Likelihood inference for linear regression models
- Unified uncertainty analysis by the mean value first order saddlepoint approximation
- On the relative accuracy of certain bootstrap procedures
- Interval estimations of the two-parameter exponential distribution
- Simple and accurate inference for the mean of the gamma model
- On standardizing the signed root log likelihood ratio statistic
- Confidence regions when the Fisher information is zero
- Likelihood for component parameters
- Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
- A smoothing principle for the Huber and other location M-estimators
- Inference for the Sharpe ratio using a likelihood-based approach
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Modified likelihood ratio tests for unit gamma regressions
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Confidence intervals based on the deviance statistic for the hyperparameters in state space models
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Small sample inference for the common coefficient of variation
- Improved hypothesis testing in a general multivariate elliptical model
- Three enigmatic examples and inference from likelihood
- 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
- 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.
- Recent developments in bootstrap methodology
- D. A. S. Fraser: From structural inference to asymptotics
- Improved inference for a boundary parameter
- Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
- Modern Likelihood‐Frequentist Inference
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