Modern likelihood inference for the maximum/minimum of a bivariate normal vector

DOI10.1080/00949655.2015.1089872OpenAlexW2295875663MaRDI QIDQ5222447FDOQ5222447

Authors: Valentina Mameli, Alessandra R. Brazzale 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11577/3185061

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zbMATH Keywords

bivariate normal distributionskew-normal distributionmodified likelihood roothigher order likelihood inference

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25)

Cites Work

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• Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
• On probability matching priors
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
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• Modeling maxima of longitudinal contralateral observations
• Normalizing and variance stabilizing transformations for intraclass correlations
• Mean loglikelihood and higher-order approximations
• Interval estimation for the normal correlation coefficient
• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• The exact joint distribution of concomitants of order statistics and their order statistics under normality

Cited In (2)

• Modeling maxima of longitudinal contralateral observations
• Statistical implications of selectively reported inferential results

Uses Software

• R
• sn

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