Thomas Severini

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Integrated likelihoods for functions of a parameter
Stat
2024-05-19Paper
Integrated likelihood inference in multinomial distributions
Metron
2023-09-27Paper
The role of score and information bias in panel data likelihoods
Journal of Econometrics
2023-06-29Paper
Some properties of portfolios constructed from principal components of asset returns
Annals of Finance
2022-12-14Paper
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Journal of Econometrics
2021-05-04Paper
Estimation of linkage and association from allele transmission data
Biometrical Journal
2020-09-22Paper
On a simple identity for the conditional expectation of orthogonal polynomials
Sankhyā. Series A
2020-04-15Paper
A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
Computational Statistics and Data Analysis
2018-08-15Paper
Introduction to statistical methods for financial models
 
2018-03-12Paper
Integrated likelihood computation methods
Computational Statistics
2017-06-27Paper
Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Journal of Econometrics
2017-05-12Paper
A nonparametric approach to measuring the sensitivity of an asset's return to the market
Annals of Finance
2016-09-21Paper
Analytic methods in sports. Using mathematics and statistics to understand data from baseball, football, basketball, and other sports
 
2015-09-16Paper
Integrated likelihoods in models with stratum nuisance parameters
Electronic Journal of Statistics
2015-08-25Paper
Integrated likelihood inference in semiparametric regression models
Metron
2015-01-28Paper
Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
Foundations and Trends® in Econometrics
2014-03-17Paper
Quantile uncorrelation and instrumental regressions
Journal of Econometric Methods
2014-01-21Paper
Elements of distribution theory.
Cambridge Series in Statistical and Probabilistic Mathematics
2012-06-06Paper
Asymptotic properties of maximum likelihood estimators in models with multiple change points
Bernoulli
2011-09-02Paper
Frequency properties of inferences based on an integrated likelihood function
 
2011-02-10Paper
Likelihood ratio statistics based on an integrated likelihood
Biometrika
2010-08-19Paper
An alternative specification of generalized linear mixed models
Computational Statistics and Data Analysis
2010-04-06Paper
Integrated likelihood functions for non-Bayesian inference
Biometrika
2008-03-20Paper
SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
Econometric Theory
2008-01-23Paper
Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
The Annals of Statistics
2008-01-16Paper
A modified likelihood ratio statistic for some nonregular models
Biometrika
2007-03-20Paper
Elements of Distribution Theory
 
2005-12-14Paper
scientific article; zbMATH DE number 2104204 (Why is no real title available?)
 
2004-09-28Paper
Likelihood functions based on parameter-dependent functions
Bernoulli
2004-09-24Paper
On an exact probability matching property of right-invariant priors
Biometrika
2004-03-16Paper
The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case
Biometrika
2004-01-27Paper
Modified estimating functions
Biometrika
2003-08-13Paper
Extended Generalized Estimating Equations for Clustered Data
 
2002-07-30Paper
Inference for Exponential Order Statistic Models Based on an Integrated Likelihood Function
 
2002-07-30Paper
A simplified approach to computing efficiency bounds in semiparametric models
Journal of Econometrics
2002-01-16Paper
Likelihood methods in statistics
Oxford Statistical Science Series
2002-01-02Paper
Semiparametric Bayesian inference for regression models
The Canadian Journal of Statistics
2001-05-02Paper
Some properties of inferences in misspecified linear models
Statistics \& Probability Letters
2000-05-08Paper
scientific article; zbMATH DE number 1347884 (Why is no real title available?)
 
2000-01-31Paper
Fitting the additive model by recursion on dimension
Communications in Statistics. Simulation and Computation
2000-01-01Paper
An empirical adjustment to the likelihood ratio statistic
Biometrika
1999-12-20Paper
Likelihood functions for inference in the presence of a nuisance parameter
Biometrika
1999-11-28Paper
On a data based power transformation for reducing skewness
Journal of Statistical Computation and Simulation
1999-11-08Paper
On the Effect of Overdispersion On Exact Conditional Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology
1999-06-10Paper
Measures of the Sensitivity of Regression Estimates to the Choice of Estimator
 
1998-02-25Paper
An approximation to the modified profile likelihood function
Biometrika
1998-01-01Paper
Information and Conditional Inference
 
1997-08-11Paper
On the approximate elimination of nuisance parameters by conditioning
Biometrika
1995-02-22Paper
scientific article; zbMATH DE number 706389 (Why is no real title available?)
 
1995-02-16Paper
Quasi-likelihood Estimation in Semiparametric Models
 
1994-11-10Paper
Approximately Bayesian Inference
 
1994-07-10Paper
scientific article; zbMATH DE number 597900 (Why is no real title available?)
 
1994-06-29Paper
Local ancillarity in the presence of a nuisance parameter
Biometrika
1994-04-26Paper
scientific article; zbMATH DE number 472956 (Why is no real title available?)
 
1994-01-02Paper
scientific article; zbMATH DE number 469128 (Why is no real title available?)
 
1993-12-20Paper
A note on sufficiency and conditional inference
Statistics \& Probability Letters
1993-12-12Paper
Profile likelihood and conditionally parametric models
The Annals of Statistics
1993-05-16Paper
A Comparison of the Maximum Likelihood Estimator and the Posterior Mean in the Single-Parameter Case
 
1993-04-01Paper
Conditional robustness in location estimation
Biometrika
1993-01-17Paper
Diagnostics for Assessing Regression Models
 
1992-06-27Paper
On maximum likelihood estimation in infinite dimensional parameter spaces
The Annals of Statistics
1991-01-01Paper
Conditional properties of likelihood-based significance tests
Biometrika
1990-01-01Paper


Research outcomes over time


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