Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
DOI10.1016/J.JMVA.2010.04.001zbMATH Open1201.62025OpenAlexW2047869051MaRDI QIDQ990897FDOQ990897
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.001
Recommendations
- Asymptotic expansions for the ability estimator in item response theory
- Asymptotic cumulants of the parameters estimators in item response theory
- Asymptotic cumulants of ability estimators using fallible item parameters
- Asymptotic properties of the Bayes modal estimators of item parameters in item response theory
- Asymptotic expansions in mean and covariance structure analysis
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics to psychology (62P15)
Cites Work
- Title not available (Why is that?)
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- The bootstrap and Edgeworth expansion
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Title not available (Why is that?)
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Title not available (Why is that?)
- Better Bootstrap Confidence Intervals
- 15 Item Response Theory in a General Framework
- Edgeworth corrected pivotal statistics and the bootstrap
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Higher‐order asymptotics under model misspecification
- Title not available (Why is that?)
- APPROXIMATE CONFIDENCE INTERVALS
- Nonparametric standard errors and confidence intervals
- APPROXIMATE CONFIDENCE INTERVALS
- On second-order optimality of the observed Fisher information
- Asymptotic cumulants of the parameters estimators in item response theory
- Symbolic computation for statistical inference
- Asymptotic standard errors of IRT observed-score equating methods
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
Cited In (12)
- Asymptotic cumulants of ability estimators using fallible item parameters
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
- Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
- A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios
- Asymptotic properties of the Bayes modal estimators of item parameters in item response theory
- Asymptotic expansions for the ability estimator in item response theory
- Bias Adjustment Minimizing the Asymptotic Mean Square Error
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
- Optimal information criteria minimizing their asymptotic mean square errors
- Information matrices and standard errors for MLEs of item parameters in IRT
Uses Software
This page was built for publication: Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q990897)
