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Volumn 86, Issue 3, 1999, Pages 735-742

The directed modified profile likelihood in models with many nuisance parameters

Author keywords

Exponential family; Higher order asymptotics; Modified directed likelihood decomposition; Nuisance parameter

Indexed keywords


EID: 0011091404     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.735     Document Type: Article
Times cited : (22)

References (11)
  • 1
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    • BARNDORFF-NIELSEN, O.E. (1983). On a formula for the distribution of the maximum likelihood estimator. Biometrika 70, 343-65.
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    • Barndorff-Nielsen, O.E.1
  • 2
    • 0001667622 scopus 로고
    • Inference on full and partial parameters based on the standardized signed log likelihood ratio
    • BARNDORFF-NIELSEN, O. E. (1986). Inference on full and partial parameters based on the standardized signed log likelihood ratio. Biometrika 73, 307-22.
    • (1986) Biometrika , vol.73 , pp. 307-322
    • Barndorff-Nielsen, O.E.1
  • 3
    • 0007086842 scopus 로고
    • Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models
    • BARNDORFF-NIELSEN, O. E. (1995). Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models. Biometrika 82, 489-99.
    • (1995) Biometrika , vol.82 , pp. 489-499
    • Barndorff-Nielsen, O.E.1
  • 7
    • 0002687025 scopus 로고
    • Simple modifications for signed roots of likelihood ratio statistics
    • DiCiccio, T. J. & MARTIN, M. A. (1993). Simple modifications for signed roots of likelihood ratio statistics. J. R. Statist. Soc. B 55, 305-16.
    • (1993) J. R. Statist. Soc. B , vol.55 , pp. 305-316
    • Diciccio, T.J.1    Martin, M.A.2
  • 8
    • 0011064916 scopus 로고
    • Constructing approximately standard normal pivots from signed roots of adjusted likelihood ratio statistics
    • DiCiccio, T. J. & STERN, S. (1994). Constructing approximately standard normal pivots from signed roots of adjusted likelihood ratio statistics. Scand. J. Statist. 21, 447-60.
    • (1994) Scand. J. Statist. , vol.21 , pp. 447-460
    • Diciccio, T.J.1    Stern, S.2
  • 9
    • 0001482702 scopus 로고
    • Practical use of higher order asymptotics for multiparameter exponential families (with Discussion)
    • PIERCE, D. A. & PETERS, D. (1992). Practical use of higher order asymptotics for multiparameter exponential families (with Discussion). J. R. Statist. Soc. B 54, 701-37.
    • (1992) J. R. Statist. Soc. B , vol.54 , pp. 701-737
    • Pierce, D.A.1    Peters, D.2
  • 10
    • 0001461131 scopus 로고    scopus 로고
    • An approximation to the modified profile likelihood function
    • SEVERINI, T. A. (1998). An approximation to the modified profile likelihood function. Biometrika 85, 403-11.
    • (1998) Biometrika , vol.85 , pp. 403-411
    • Severini, T.A.1
  • 11
    • 0000793096 scopus 로고    scopus 로고
    • A general large deviation approximation to one-parameter tests
    • SKOVGAARD, I. M. (1996). A general large deviation approximation to one-parameter tests. Bernoulli 2,145-65.
    • (1996) Bernoulli , vol.2 , pp. 145-165
    • Skovgaard, I.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.