Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
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Cites work
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 3894261 (Why is no real title available?)
- 15 Item Response Theory in a General Framework
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- APPROXIMATE CONFIDENCE INTERVALS
- APPROXIMATE CONFIDENCE INTERVALS
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Asymptotic cumulants of the parameters estimators in item response theory
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Asymptotic standard errors of IRT observed-score equating methods
- Asymptotic theory of statistics and probability
- Better Bootstrap Confidence Intervals
- Edgeworth corrected pivotal statistics and the bootstrap
- Higher‐order asymptotics under model misspecification
- Nonparametric standard errors and confidence intervals
- On second-order optimality of the observed Fisher information
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
- Symbolic computation for statistical inference
- The bootstrap and Edgeworth expansion
- The likelihood ratio criterion and the asymptotic expansion of its distribution
Cited in
(13)- Asymptotic cumulants of ability estimators using fallible item parameters
- Asymptotic cumulants of the parameters estimators in item response theory
- 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
- Bias adjustment minimizing the asymptotic mean square error
- Asymptotic expansions for the ability estimator in item response theory
- 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
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