On Confidence Intervals Associated With the Usual and Adjusted Likelihoods

DOI10.1111/1467-9868.00212MaRDI QIDQ4935294zbMATH OpenOpenAlexFDO

Authors Rahul Mukerjee, N. Reid

Publication date 17 July 2000

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00212

zbMATH Keywords

Bartlett correctionlikelihood ratio statisticspoint estimationparameter orthogonalityhighest posterior density regionsexpected lengths

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

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• On interval and point estimators based on a penalization of the modified profile likelihood
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• Non-informative priors for the inverse Weibull distribution
• Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter
• Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
• Expected lengths of confidence intervals based on empirical discrepancy statistics
• Asymptotic results on a general class of empirical statistics: Power and confidence interval properties
• Likelihood, credible and confidence intervals for parameters in complex models
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• Probability matching property of adjusted likelihoods
• Bayes and likelihood calculations from confidence intervals
• Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics

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