scientific article; zbMATH DE number 597905
zbMATH Open0796.62016MaRDI QIDQ4298916FDOQ4298916
Authors: Thomas J. Diciccio, Steven E. Stern 
Publication date: 11 October 1994
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asymptotic expansionnuisance parametersfrequentist coverageconditional likelihood ratio statisticadjusted profile likelihoodhighest posterior density regionadjustment functionBayesian Bartlett correctionadjusted likelihood ratio statisticBartlett adjustment factorsfrequentist correctionlikelihood-based regionslog- profile-likelihood functionprior probability density functions
Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cited In (42)
- Corrected modified profile likelihood heteroskedasticity tests
- Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
- Noninformative priors for the generalized half-normal distribution
- An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- Objective Bayesian analysis for generalized exponential stress-strength model
- Asymptotic properties of HPD regions in the discrete case.
- Improved testing inference in mixed linear models
- Alternatives to the usual likelihood ratio test in mixed linear models
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Improved profile likelihood inference
- Noninformative priors for linear combinations of normal means with unequal variances
- Likelihood-based inference for the ratios of regression coefficients in linear models
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
- Tensors and likelihood expansions in the presence of nuisance parameters
- On standardizing the signed root log likelihood ratio statistic
- Noninformative priors for linear combinations of the normal means
- Non-informative priors for the inverse Weibull distribution
- Noninformative priors for the ratio of variabilities in a bivariate normal population
- Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
- On the validity of the formal Edgeworth expansion for posterior densities
- Bayesian prediction with approximate frequentist validity.
- Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors
- Noninformative priors for the common shape parameters of Weibull distributions
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Objective bayesian inference for quantile ratios in normal models
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
- Objective Bayesian inference for the reliability in a bivariate Lomax distribution
- The Behrens-Fisher problem revisited: a Bayes-frequentist synthesis
- Bartlett corrections in heteroskedastic \(t\) regression models
- Noninformative priors for the common mean in the bivariate normal distribution
- Non-informative priors for the common mean in the one-way random effects model with heterogeneous error variances
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- Third-order local power properties of tests for a composite hypothesis. II
- The score function and a comparison of various adjustments of the profile likelihood
- A robust adjustment of the profile likelihood
- Objective priors for common correlation coefficient in bivariate normal populations
- Noninformative priors for the between-group variance in the unbalanced one-way random effects model with heterogeneous error variances
- Probability matching property of adjusted likelihoods
- Noninformative priors for the ratio of the shape parameters of two Weibull distributions
- Corrected likelihood-ratio tests in logistic regression using small-sample data
- Posterior propriety of bivariate lomax distribution under objective priors
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