Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography

DOI10.2307/3315622zbMath0858.62011OpenAlexW2087191309MaRDI QIDQ4715844

Nancy Reid

Publication date: 23 March 1997

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

Full work available at URL: https://doi.org/10.2307/3315622

zbMATH Keywords

surveyapproximationsLaplace expansionlikelihood functionsaddlepoint methodcumulative distribution functionsannotated bibliographytail area

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99) Nonparametric inference (62G99) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)

Related Items (30)

Asymptotic normality with small relative errors of posterior probabilities of half-spaces ⋮ Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach ⋮ A uniform saddlepoint expansion for the null-distribution of the wilcoxon-mann-whitney statistic ⋮ A Note on Determining thep-Value of Bartlett's Test of Homogeneity of Variances ⋮ A penalized likelihood approach to parameter estimation with integral reliability constraints ⋮ A note on inference for \(P(X<Y)\) for right truncated exponentially distributed data ⋮ Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Saddlepoint approximation in exponential models with boundary points ⋮ The higher order likelihood method for the common mean of several log-normal distributions ⋮ Accurate inference for scale and location families ⋮ Signed likelihood ratio tests in the Birnbaum-Saunders regression model ⋮ Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion ⋮ Interval estimation for the exponential inverse Gaussian distribution ⋮ Interview with Nancy Reid ⋮ Modern Likelihood‐Frequentist Inference ⋮ On the common mean of several inverse Gaussian distributions based on a higher order likelihood method ⋮ Interval estimation of for generalized Pareto distribution ⋮ Asymptotics and the theory of inference ⋮ Improved inference for first-order autocorrelation using likelihood analysis ⋮ Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models ⋮ The empirical saddlepoint method applied to testing for serial correlation in panel time series data ⋮ Improved interval estimation for the two-parameter Birnbaum-Saunders distribution ⋮ Confidence Intervals of Effect Size for Randomized Comparative Parallel-Group Studies with Unequal Variances ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression ⋮ Higher order inference for stress–strength reliability with independent Burr-typeXdistributions ⋮ Approximating the \(F\)-distribution via a general version of the modified signed log-likelihood ratio statistic ⋮ Likelihood-based confidence interval for the ratio of scale parameters of two independent Weibull distributions ⋮ Implementation of higher-order asymptotics to S-plus. ⋮ Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables ⋮ Approximate and estimated saddlepoint approximations

Uses Software

• LISP-STAT

Cites Work

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• Asymptotic expansions for martingales
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Saddlepoint approximations in resampling analysis
• On the density of minimum contrast estimators
• Small sample asymptotic expansions for multivariate M-estimates
• Normed likelihood as saddlepoint approximation
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Comment on: ``The geometry of asymptotic inference by R. E. Kass
• The roles of conditioning in inference. With comments and rejoinder
• Standardized log-likelihood ratio statistics for mixtures of discrete and continuous observations
• An example in which the Lugannani - Rice saddlepoint formula fails
• Small sample asymptotics: A review with applications to robust statistics
• Tail probabilities from observed likelihoods
• Approximations of marginal tail probabilities and inference for scalar parameters
• On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• On a formula for the distribution of the maximum likelihood estimator
• Saddlepoint approximations for estimating equations
• Statistical Inference: Likelihood to Significance
• Randomization distributions and saddlepoint approximations in generalized linear models
• Modified signed log likelihood ratio
• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate conditional inference for location familles
• Similar tests and the standardized log likelihood ratio statistic
• General Saddlepoint Approximations with Applications to L Statistics
• An extended quasi-likelihood function
• Saddlepoint expansions for conditional distributions
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• On the corrections to the likelihood ratio statistics
• Saddlepoint approximations in resampling methods
• Uniform saddlepoint approximations
• On the empirical saddlepoint approximation
• Approximate marginal densities of nonlinear functions
• Saddle point approximation for the distribution of the sum of independent random variables
• Conditionality resolutions
• The Uniform Asymptotic Expansion of a Class of Integrals Related to Cumulative Distribution Functions
• Small-sample asymptotic distributions of M-estimators of location
• More accurate confidence intervals in exponential families
• Fast and accurate approximate double bootstrap confidence intervals
• Laplace expansion for posterior densities of nonlinear functions of parameters
• Saddlepoint approximations for regression models
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• An accurate method for approximate conditional and Bayesian inference about linear regression models from censored data
• On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
• The modified signed likelihood statistic and saddlepoint approximations
• Saddlepoint approximations for the Bartlett-Nanda-Pillai trace statistic in multivariate analysis
• SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION
• Some alternatives to Edgeworth
• Tail areas for randomly stopped sums defined on a Markov chain
• On Bartlett adjustments for approximate Bayesian inference
• Higher-order asymptotics and the likelihood principle: One-parameter models
• On the bootstrap saddlepoint approximations
• Approximate Conditional Inference in Exponential Families Via the Gibbs Sampler
• Multiparameter testing in exponential models: Third order approximations from likelihood
• Stable and invariant adjusted directed likelihoods
• On secant approximations to cumulative distribution functions
• Tail Probability Approximations
• A framework for Bayesian and likelihood approximations in statistics
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
• Amendments and Corrections
• Saddlepoint Approximations in Statistics

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