zbMath0732.62003MaRDI QIDQ3996154
Peter McCullagh
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic calculus, statistical asymptotics, Taylor strings and phyla,
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods,
Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers,
Saddlepoint approximations for continuous-time Markov processes,
Further results for \(Z\)-eigenvalue localization theorem for higher-order tensors and their applications,
An extension of the conditional likelihood ratio test to the general multiparameter case,
Higher-order approximate confidence intervals,
Conditional properties of Bayesian interval estimates,
An Edgeworth expansion for functionals of Gaussian fields and its applications,
Parameter estimation and bias correction for diffusion processes,
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price,
On the Wick theorem for mixtures of centered Gaussian distributions,
Some statistical applications of Faa di Bruno,
Multivariate generalized Gram-Charlier series in vector notations,
Copula regression spline models for binary outcomes,
The ring of \(\mathcal {T}\)-covariants,
Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions,
Natural statistics for spectral samples,
A proof of independent Bartlett correctability of nested likelihood ratio tests,
Maximum-likelihood estimation for diffusion processes via closed-form density expansions,
Symmetric tensor decomposition,
The second-order bias and mean squared error of nonlinear estimators,
Computing symmetric rank for symmetric tensors,
Covariance chains,
Independent component analysis for tensor-valued data,
Tensor decomposition and homotopy continuation,
Asymptotic cumulants of the estimator of the canonical parameter in the exponential family,
Symbolic operators for multiple sums,
Higher-order asymptotics for scoring rules,
Tree cumulants and the geometry of binary tree models,
Empirical likelihood for quantile regression models with longitudinal data,
Using negative curvature in solving nonlinear programs,
On photon statistics parametrized by a non-central Wishart random matrix,
Dealing with monotone likelihood in a model for speckled data,
Decoding the h-likelihood,
Estimating dynamic panel data discrete choice models with fixed effects,
Expansions for log densities of asymptotically normal estimates,
Fundamental equations for statistical submanifolds with applications to the Bartlett correction,
Higher secant varieties of \(\mathbb P^n \times \mathbb P^n\) embedded in bi-degree \((1,d)\),
Conjugate connections on statistical manifolds,
On Bayes inference for a bathtub failure rate via S-paths,
Structural decompositions of multivariate distributions with applications in moment and cumulant.,
On Pearson's residuals in generalized linear models.,
A Gaussian calculus for inference from high frequency data,
A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions,
Minimum distance estimation of the errors-in-variables model using linear cumulant equations,
Multi-scale tests for serial correlation,
On the relation between the linear factor model and the latent profile model,
Comments on ``Unbiased estimates for moments and cumulants in linear regression, The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times, Moments and cumulants of a mixture, Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book, Multiple comparisons of several heteroscedastic multivariate populations, Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality, Goodness of fit of product multinomial regression models to sparse data, A Monte Carlo multi-asset option pricing approximation for general stochastic processes, Optimal Berry-Esseen bound for statistical estimations and its application to SPDE, Quantile dispersion graphs for evaluating and comparing designs for logistic regression models, Tests for multivariate normality based on canonical correlations, Penalized spline smoothing in multivariable survival models with varying coefficients, Residuals and their statistical properties in symmetrical nonlinear models, Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator, Yokes and tensors derived from yokes, On a small sample adjustment for the profile score function in semiparametric smoothing models, Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields, Comparison of Bartlett-type adjusted tests in the multiparameter case, Tensors and likelihood expansions in the presence of nuisance parameters, Improved additive adjustments for the LR/ELR test statistics, Cumulants and convolutions via Abel polynomials, A new algorithm for computing the multivariate Faà di Bruno's formula, Studies of information quantities and information geometry of higher order cumulant spaces, Nonparametric bootstrap prediction, Efficient M-estimators with auxiliary information, The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution, Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory, An extended empirical saddlepoint approximation for intractable likelihoods, Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions, Markov invariants, plethysms, and phylogenetics, The degree of the E-characteristic polynomial of an even order tensor, A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations, Time-space harmonic polynomials relative to a Lévy process, On the computation of classical, Boolean and free cumulants, Quasi-maximum likelihood estimation of volatility with high frequency data, Estimating covariation: Epps effect, microstructure noise, Edgeworth expansions for realized volatility and related estimators, Exact conditional inference for two uniform populations, Concise formulae for the cumulant matrices of a random vector, Bartlett-type modification for Rao's efficient score statistic, Dimension reduction for nonelliptically distributed predictors, Symbolic computation of moments of sampling distributions, Edgeworth expansions for GEL estimators, Bartlett identities and large deviations in likelihood theory, Limit laws for symmetric \(k\)-tensors of regularly varying measures, Tests for Gaussianity and linearity of multivariate stationary time series, Geometry, moments and conditional independence trees with hidden variables., The maximum likelihood prior, Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations, An improved saddlepoint approximation based on the negative binomial distribution for the general birth process, Bootstrap confidence intervals. With comments and a rejoinder by the authors, Constrained design strategies for improving normal approximations in nonlinear regression problems, John W. Tukey's contributions to analysis of variance, A note on the comparison of pseudo-likelihood and generalized estimating equations for marginally specified odds ratio models with exchangeable association structure, Higher-Order Approximations for Testing Neglected Nonlinearity, Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation, The method of cumulants for the normal approximation, Blind Identification of Overcomplete MixturEs of sources (BIOME), A note on smoothing parameter selection for penalized spline smoothing, Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar, Efficient Computation of Higher-Order Cumulant Tensors, Multivariate cumulants in outlier detection for financial data analysis, Graph presentations for moments of noncentral Wishart distributions and their applications, The geometric structure of the expected/observed likelihood expansions, Successive Rank-One Approximations for Nearly Orthogonally Decomposable Symmetric Tensors, Estimation of the slope in linear non-normal structural relationships, Testing linear restrictions in linear models with empirical likelihood, Embedding and asymptotic expansions for martingales, Testing for Normality When the Sampled Distribution Is Extended Skew-Normal, The probability of a random deviation from a sample mean, Edgeworth and saddle-point approximations for random rectangular matrices, Approximating by the Wishart distribution, Edgeworth expansions for the conditional distributions in logistic regression models, A cumulant approach for the first-passage-time problem of the Feller square-root process, The stratification by rank for homogeneous polynomials with border rank 5 which essentially depend on five variables, Notes on a recursive procedure for point estimation, Convergence properties of the Gibbs sampler for perturbations of Gaussians, Higher-order approximations to conditional distribution functions, Exponential empirical likelihood is not Bartlett correctable, The optimal third moment theorem, Third cumulant for multivariate aggregate claim models, Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models, Greedy Approaches to Symmetric Orthogonal Tensor Decomposition, Stability of optimal filter higher-order derivatives, Cumulants and Bartlett Identities in Cox Regression, Successive partial-symmetric rank-one algorithms for almost unitarily decomposable conjugate partial-symmetric tensors, Approximating the first passage time density from data using generalized Laguerre polynomials, Bernstein-type large deviations inequalities for partial sums of strong mixing processes, Goodness of fit tests based on frequencies and averages of classes, Closed-form likelihood expansions for multivariate diffusions, Coherent combination of probabilistic outputs for group decision making: an algebraic approach, Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes, On diagnostics in log-linear negative binomial models, Generative model of autoencoders self-learning on images represented by count samples, Binary cumulant varieties, The average condition number of most tensor rank decomposition problems is infinite, A generic algorithm for reducing bias in parametric estimation, Implicit inequality constraints in a binary tree model, A new approach to Sheppard's corrections, Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions, Testing for normality in a probit model with double selection., The Third-Order Bias of Nonlinear Estimators, On the validity of the formal Edgeworth expansion for posterior densities, Line search and trust region strategies for canonical decomposition of semi-nonnegative semi-symmetric 3rd order tensors, On efficient dimension reduction with respect to a statistical functional of interest, On bartlett and bartlett-type corrections francisco cribari-neto, A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data, Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models, Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions, Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation, Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions, Recursive computation of the Hawkes cumulants, Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks, Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter, On the best rank-1 approximation to higher-order symmetric tensors, Residuals for log-Burr XII regression models in survival analysis, Generalized bartlett correction, Numerical multilinear algebra and its applications, Parametric bootstrapping with nuisance parameters, Saddlepoint approximations to p-values for comparison of density estimates, Second-Order Power Comparison of Tests, Nonsubjective priors via predictive relative entropy regret, Linear operators and positive semidefiniteness of symmetric tensor spaces, Bootstrap prediction and Bayesian prediction under misspecified models, A Bayes method for a monotone hazard rate via \(S\)-paths, Unified multifractal description of velocity increment statistics in turbulence: intermittency and skewness, Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation, On the cumulants of affine equivariant estimators in elliptical families, Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence, Topographic map formation of factorized Edgeworth-expanded kernels, Poisson superposition processes, The delta expansion for the transition density of diffusion models, Asymptotic expansions for the ability estimator in item response theory, Blind paraunitary equalization, General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses, Discrete time filters for doubly stochastic poisson processes and other exponential noise models, On multivariate skewness and kurtosis, Comparison of GEE1 and GEE2 estimation applied to clustered logistic regression, Third cumulant Stein approximation for Poisson stochastic integrals, On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators, Comon's Conjecture, Rank Decomposition, and Symmetric Rank Decomposition of Symmetric Tensors, Tensor Decompositions for Learning Latent Variable Models (A Survey for ALT), Modelling air pollution data by the skew-normal distribution, Bartlett correction factors in logistic regression models, Unnamed Item, Second-order accurate inference on eigenvalues of covariance and correlation matrices, Efficiency of observed information adaptive designs in linear models, New Edgeworth-type expansions with finite sample guarantees, Structural Laplace Transform and Compound Autoregressive Models, On the robustness of analytical and bootstrtap corrections to score tests in regressios models, Saddlepoint expansions for GEL estimators, Conditional score tests in the exponential family., Tensors in computations, Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification, Local Likelihood Estimation in Generalized Additive Models, Parameter Orthogonality and Bias Adjustment for Estimating Functions, Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models, General class of covariance structures for two or more repeated factors in longitudinal data analysis, Unnamed Item, Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations, Monte carlo comparison of wald's, likelihood ratio and rao's tests, Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model, On the bias and variance of odds ratio, relative risk and false discovery proportion, On Pooling of Data and Its Relative Efficiency, Applications of Laplace’s method in Bayesian analysis and related topics, A parameterisation-invariant modification of the score test, A geometric Laplace method, Dimensions of higher order factor analysis models, Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields, A Multivariate Faa di Bruno Formula with Applications, Unnamed Item, Approximate Matrix and Tensor Diagonalization by Unitary Transformations: Convergence of Jacobi-Type Algorithms, Bias‐Corrected Maximum Likelihood Estimator of the Negative Binomial Dispersion Parameter, Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution, Saddlepoint distribution function approximations in biostatistical inference, Approximate Monte Carlo Conditional Inference in Exponential Families, An exact iterated bootstrap algorithm for small-sample bias reduction., Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters, Conditional Statistical Inference and Quantification of Relevance, Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity, Edgeworth expansions in Gaussian autoregression, Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT2Statistics Under Non Normality, Statistical Properties of Model-Based Signal Extraction Diagnostic Tests, Diagnostics in Nonlinear Negative Binomial Models, EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS, On bias reduction estimators of skew-normal and skew-t distributions, Estimation in additive models and ANOVA-like applications, Polynomial Threshold Functions, Hyperplane Arrangements, and Random Tensors