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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 2, Pages 213–232
(Mi tvp3937)
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This article is cited in 2 scientific papers (total in 2 papers)
Adjusted likelihood inference about interest parameters
O. E. Barndorff-Nilsen Åaihus University, Åarhus, Denmark
Abstract:
In recent years a variety of adjusted version of the profile likelihood and of the directed likelihood (or signed log likelihood ratio) have been proposed and studied. These versions are reviewed and compared, and some additional results are indicated.
Keywords:
profile likelihood, directed likelihood, interest respecting reparametrizations, observed information, expected information matrix, information carrier, Cox–Reid “approximate conditional likelihood”, modified profile score, Lugannani–Rice approximation, stable and invariant adjustments.
Received: 15.10.1992
Citation:
O. E. Barndorff-Nilsen, “Adjusted likelihood inference about interest parameters”, Teor. Veroyatnost. i Primenen., 38:2 (1993), 213–232; Theory Probab. Appl., 38:2 (1993), 179–193
Linking options:
https://www.mathnet.ru/eng/tvp3937 https://www.mathnet.ru/eng/tvp/v38/i2/p213
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Statistics & downloads: |
Abstract page: | 243 | Full-text PDF : | 131 | First page: | 8 |
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