The score function and a comparison of various adjustments of the profile likelihood

DOI10.2307/3315679MaRDI QIDQ4399503zbMATH OpenOpenAlexFDO

Authors James E. Stafford, A. C. Davison

Publication date 15 November 1998

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315679

zbMATH Keywords

Bartlett correctioncomputer algebrascore functionlikelihood ratiomodified profile likelihoodmaximum-likelihood estimate

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 4180557 (Why is no real title available?)
• scientific article; zbMATH DE number 4098590 (Why is no real title available?)
• scientific article; zbMATH DE number 472951 (Why is no real title available?)
• scientific article; zbMATH DE number 509163 (Why is no real title available?)
• scientific article; zbMATH DE number 597905 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Bias reduction of maximum likelihood estimates
• Consistent Estimates Based on Partially Consistent Observations

Cited in

(10)

• Comparison of Bartlett-type adjustments for the efficient score statistic
• Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
• Adjustments of the profile likelihood from a new perspective
• scientific article; zbMATH DE number 845709 (Why is no real title available?)
• Bias adjustment minimizing the asymptotic mean square error
• Leverage adjustments for dispersion modelling in generalized nonlinear models
• scientific article; zbMATH DE number 4180557 (Why is no real title available?)
• Bartlett's bias correction to the profile score function is a saddlepoint correction
• A robust adjustment of the profile likelihood
• Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties

Describes a project that uses

Uses Software

• Mathematica

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