Accurate directional inference for vector parameters in linear exponential families

DOI10.1080/01621459.2013.839451MaRDI QIDQ4975352zbMATH OpenOpenAlexFDO

Authors N. Reid, N. Sartori, A. C. Davison, D. A. S. Fraser

Publication date 4 August 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2013.839451

zbMATH Keywords

contingency tablecovariance selectionexponential family modelhigher-order asymptoticslikelihood ratio testlogistic regression

Mathematics Subject Classification ID

Point estimation (62F10) Hypothesis testing in multivariate analysis (62H15) Contingency tables (62H17) Generalized linear models (logistic models) (62J12)

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Cites work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Accurate parametric inference for small samples
• Algebraic algorithms for sampling from conditional distributions
• Applied Asymptotics
• Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 638138 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 5024617 (Why is no real title available?)
• Improved Likelihood Inference for Discrete Data
• Invariants and likelihood ratio statistics
• Likelihood asymptotics
• Maximum likelihood estimation in log-linear models
• Multiparameter testing in exponential models: Third order approximations from likelihood
• Properties of sufficiency and statistical tests
• Saddlepoint Approximations with Applications
• Testing Statistical Hypotheses

Cited in

(10)

• When should modes of inference disagree? Some simple but challenging examples
• On the use of saddlepoint approximations in high dimensional inference
• Directional testing for high dimensional multivariate normal distributions
• Directional tests and statistical frames
• Accurate directional inference for vector parameters
• D. A. S. Fraser: From structural inference to asymptotics
• Interview with Nancy Reid
• Directional tests in Gaussian graphical models
• O. E. Barndorff-Nielsen's approximate conditional inference
• Laplace and saddlepoint approximations in high dimensions

Describes a project that uses

Uses Software

• R

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