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

DOI10.2307/3315679zbMATH Open0899.62025OpenAlexW2034967981MaRDI QIDQ4399503FDOQ4399503

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Bias reduction of maximum likelihood estimates
• Title not available (Why is that?)
• Consistent Estimates Based on Partially Consistent Observations
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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
• Title not available (Why is that?)
• Bias adjustment minimizing the asymptotic mean square error
• Leverage adjustments for dispersion modelling in generalized nonlinear models
• Title not available (Why is that?)
• 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

Uses Software

• Mathematica

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