scientific article; zbMATH DE number 3998953
From MaRDI portal
Publication:4725475
Recommendations
- Inference for L orthogonal models
- Parameter orthogonalization and Bayesian inference with many instruments
- Parameter orthogonality and conditional profile likelihood: the exponential power function case
- Fitting conditional distributions using orthogonal expansions
- scientific article; zbMATH DE number 1098820
- Conditional inference in parametric models
- The orthogonal principle and conditional densities
- A refinement to approximate conditional inference
Cited in
(only showing first 100 items - show all)- Marginal likelihood for parallel series
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models
- Hierarchical-likelihood approach for nonlinear mixed-effects models
- On Birnbaum-Saunders inference
- A maximum likelihood method for the incidental parameter problem
- The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
- Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
- Constructing elementary procedures for inference of the gamma distribution
- Estimating a model through the conditional MLE
- A geometric look at nuisance parameter effect of local powers in testing hypothesis
- General matrix formulae for computing Bartlett corrections
- Using the prior mean of a nuisance parameter
- Estimating functions for conditional inference: many nuisance parameter case
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
- Asymptotic efficient estimation in semiparametric nonlinear regression models
- Estimation and testing of regression disturbances based on modified likelihood functions
- On the property of posteriors for dispersion models
- Estimating a transformation and its effect on Box-Cox \(T\)-ratio
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
- Simultaneous confidence regions for the parameters of damage processes
- Estimation of a structural linear regression model with a known reliability ratio
- An extension of the conditional likelihood ratio test to the general multiparameter case
- Conditional properties of Bayesian interval estimates
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- Parametric link modification of both tails in binary regression
- Using specially designed exponential families for density estimation
- On selecting parametric link transformation families in generalized linear models
- ARES plots for generalized linear models
- Numerical conversion of likelihood to significance
- Semiparametric nonhomogeneity analysis
- Optimal estimating functions, quasi-likelihood and statistical modelling
- A note on noninformative priors for Weibull distributions.
- Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model
- Detecting shocks: Outliers and breaks in time series
- Overdispersed generalized linear models
- Bias correction for a class of multivariate nonlinear regression models
- Modified Wald test for regression disturbances
- A useful reparameterization for the reliability in the Weibull case
- Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
- Reference priors for exponential families with simple quadratic variance function
- Asymptotics and the theory of inference
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Generalized linear models with unspecified reference distribution
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
- Bartlett identities and large deviations in likelihood theory
- The incidental parameter problem since 1948
- Noncanonical links in generalized linear models -- when is the effort justified?
- Noninformative priors for multivariate linear calibration
- How to transform correlated random variables into uncorrelated ones
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- Local nonlinear least squares: using parametric information in nonparametric regression
- Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data
- Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
- Corrected modified profile likelihood heteroskedasticity tests
- Alternatives to the usual likelihood ratio test in mixed linear models
- Influence diagnostics in generalized symmetric linear models
- Small-sample one-sided testing in extreme value regression models
- Noninformative priors for linear combinations of normal means with unequal variances
- Models for analysing species' presence/absence data at two time points
- When should modes of inference disagree? Some simple but challenging examples
- Inference on finite population categorical response: nonparametric regression-based predictive approach
- H-relative error estimation for multiplicative regression model with random effect
- A Poisson process reparameterisation for Bayesian inference for extremes
- Representations by uncorrelated random variables
- Combining independent Bayesian posteriors into a confidence distribution, with application to estimating climate sensitivity
- Investigating dependence between frequency and severity via simple generalized linear models
- Standardized posterior mode for the flexible use of a conjugate prior
- Noninformative priors for the nested design
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models
- A note on the simple structural regression model
- An extension of quasi-likelihood estimation
- A note on directed adjusted profile likelihoods
- On measures of uncertainty of empirical Bayes small-area estimators
- Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
- Bayesian and classical approaches to instrumental variable regression
- What is a statistical model? (With comments and rejoinder).
- Likelihood functions based on parameter-dependent functions
- Hierarchical Bayes estimators of the error variance in one-way ANOVA models
- Noninformative priors for maximal invariant parameter in group models
- Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
- Hypothesis testing in the presence of nuisance parameters
- On the invariance of noninformative priors
- A robust adjustment of the profile likelihood
- Bartlett corrections for the Weibull distribution
- A note on the local power of the LR, Wald, score and gradient tests
- Gradient statistic: higher-order asymptotics and Bartlett-type correction
- Bayesian ordinal and binary regression models with a parametric family of mixture links
- Improved estimation in a general multivariate elliptical model
- Improved inference for the generalized Pareto distribution
- Variable dispersion beta regressions with parametric link functions
- Inference on the shape of elliptical distributions based on the MCD
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- The Box-Cox transformation: review and extensions
- Stein 1956: Efficient nonparametric testing and estimation
- Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4725475)
