메뉴 건너뛰기




Volumn 91, Issue 434, 1996, Pages 643-654

Practical Small-Sample Asymptotics for Regression Problems

Author keywords

Estimating equation; Generalized linear model; Gibbs sampling; Logistic regression; Maximum likelihood estimation; Monte Carlo integration

Indexed keywords


EID: 0030543963     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476933     Document Type: Article
Times cited : (20)

References (41)
  • 2
    • 0000883264 scopus 로고
    • Conditionality resolutions
    • Barndorff-Nielsen, O. E. (1980), –Conditionality Resolutions,— Biometrika, 67, 293-310.
    • (1980) Biometrika , vol.67 , pp. 293-310
    • Barndorff-Nielsen, O.E.1
  • 3
    • 0000072546 scopus 로고
    • On a formula for the distribution of the maximum likelihood estimator
    • Bak, J., and Newman, D. J. (1983), –On a Formula for the Distribution of the Maximum Likelihood Estimator,— Biometrika, 70, 343-365.
    • (1983) Biometrika , vol.70 , pp. 343-365
    • Bak, J.1    Newman, D.J.2
  • 7
  • 9
    • 0001367156 scopus 로고
    • Saddlepoint approximations in statistics
    • Daniels, H. E. (1954), –Saddlepoint Approximations in Statistics,— Annals of Mathematical Statistics, 25, 631-650.
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 631-650
    • Daniels, H.E.1
  • 10
    • 0018822036 scopus 로고
    • Exact saddlepoint approximations
    • Daniels, H. E. (1980), –Exact Saddlepoint Approximations,— Biometrika, 67, 59-63.
    • (1980) Biometrika , vol.67 , pp. 59-63
    • Daniels, H.E.1
  • 11
    • 0002600304 scopus 로고
    • Saddlepoint approximations for estimating equations
    • Daniels, H. E. (1983), –Saddlepoint Approximations for Estimating Equations,— Biometrika, 70, 89-96.
    • (1983) Biometrika , vol.70 , pp. 89-96
    • Daniels, H.E.1
  • 12
    • 0000100727 scopus 로고
    • Approximate conditional inference in generalized linear models
    • Davison, A. C. (1988), –Approximate Conditional Inference in Generalized Linear Models,— Journal ofthe Royal Statistical Society, Ser. B, 50, 445-461.
    • (1988) Journal Ofthe Royal Statistical Society, Ser. B , vol.50 , pp. 445-461
    • Davison, A.C.1
  • 14
    • 0000703876 scopus 로고
    • Approximations for densities of sufficient estimators
    • Durbin, J. (1980), –Approximations for Densities of Sufficient Estimators,— Biometrika, 67, 311-333.
    • (1980) Biometrika , vol.67 , pp. 311-333
    • Durbin, J.1
  • 15
  • 17
    • 0000963888 scopus 로고
    • Small sample asymptotic expansions for multivariate m-estimates
    • Field, C. A. (1982), –Small Sample Asymptotic Expansions for Multivariate M-Estimates,— The Annals of Statistics, io, 672-689.
    • (1982) The Annals of Statistics, Io , pp. 672-689
    • Field, C.A.1
  • 18
    • 70350303663 scopus 로고
    • Small sample asymptotic distributions of m-estimators of location
    • Field, C. A., and Hampel, F. R. (1982), –Small Sample Asymptotic Distributions of M-Estimators of Location,— Biometrika, 69, 29-46.
    • (1982) Biometrika , vol.69 , pp. 29-46
    • Field, C.A.1    Hampel, F.R.2
  • 20
    • 0002470428 scopus 로고
    • Investigating smooth multiple regression by the method of average derivatives
    • HardIe, w., and Stoker, T. M. (1989), –Investigating Smooth Multiple Regression by the Method of Average Derivatives,— Journal of the American Statistical Association, 84, 986-995.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 986-995
    • HardIe, W.1    Stoker, T.M.2
  • 22
    • 0006040003 scopus 로고
    • Saddlepoint approximations for curved exponential families
    • Hougaard, P. (1985), –Saddlepoint Approximations for Curved Exponential Families,— Statistics & Probability Letters, 3, 161-166.
    • (1985) Statistics & Probability Letters , vol.3 , pp. 161-166
    • Hougaard, P.1
  • 24
    • 0000660352 scopus 로고
    • Saddlepoint approximation for the distribution of the sum of independent random variables
    • Lugannani, R., and Rice, S. (1980), –Saddlepoint Approximation for the Distribution of the Sum of Independent Random Variables,— Advanced Applied Probability, 12, 475-490.
    • (1980) Advanced Applied Probability , vol.12 , pp. 475-490
    • Lugannani, R.1    Rice, S.2
  • 27
    • 0001482702 scopus 로고
    • Practical use of higher order asymptoties for multiparameter exponential families
    • Pierce, D., and Peters, D. (1992), –Practical Use of Higher Order Asymptoties for Multiparameter Exponential Families,— Journal of the Royal Statistical Society, Ser. B, 54, 701-737.
    • (1992) Journal of the Royal Statistical Society, Ser. B , vol.54 , pp. 701-737
    • Pierce, D.1    Peters, D.2
  • 28
    • 84972528712 scopus 로고
    • Saddlepoint methods and statistical inference
    • Reid, N. (1988), –Saddlepoint Methods and Statistical Inference,— Statistical Science, 3, 213-238.
    • (1988) Statistical Science , vol.3 , pp. 213-238
    • Reid, N.1
  • 29
    • 84972517956 scopus 로고
    • The roles of conditioning in inference
    • Reid, N. (1995), –The Roles of Conditioning in Inference,— Statistical Science, 10, 138-199.
    • (1995) Statistical Science , vol.10 , pp. 138-199
    • Reid, N.1
  • 30
    • 0000940729 scopus 로고
    • Facilitating the gibbs sampler: The gibbs stopper and griddy-gibbs sampler
    • Ritter, C; and Tanner, M. A. (1992), –Facilitating the Gibbs Sampler: The Gibbs Stopper and Griddy-Gibbs Sampler,— Journal of the American Statistical Association, 87, 861-868.
    • (1992) Journal of the American Statistical Association , vol.87 , pp. 861-868
    • Ritter, C.1    Tanner, M.A.2
  • 34
    • 0000045884 scopus 로고
    • Saddlepoint expansions for conditional distributions
    • Skovgaard, I. M. (1987), –Saddlepoint Expansions for Conditional Distributions,— Journal ofApplied Probability, 24, 875-887.
    • (1987) Journal Ofapplied Probability , vol.24 , pp. 875-887
    • Skovgaard, I.M.1
  • 36
    • 0001121085 scopus 로고
    • On the coverage probability of confidence sets based on a prior distribution
    • R. Zielinski, Warsaw: PWN-Polish Scientific Publishers
    • Stein, C. M. (1985), –On the Coverage Probability of Confidence Sets Based on a Prior Distribution,— in Sequential Methods in Statistics, ed. R. Zielinski, Warsaw: PWN-Polish Scientific Publishers.
    • (1985) Sequential Methods in Statistics
    • Stein, C.M.1
  • 37
    • 0002648996 scopus 로고
    • A framework for bayesian and likelihood approximations in statistics
    • Sweeting, T. J. (1995a), –A Framework for Bayesian and Likelihood Approximations in Statistics,— Biometrika, 82, 1-23.
    • (1995) Biometrika , vol.82 , pp. 1-23
    • Sweeting, T.J.1
  • 38
    • 0009356567 scopus 로고
    • A bayesian approach to approximate conditional inference
    • Sweeting, T. J. (1995b), –A Bayesian Approach to Approximate Conditional Inference,— Biometrika, 82, 25-36.
    • (1995) Biometrika , vol.82 , pp. 25-36
    • Sweeting, T.J.1
  • 39
    • 0009408830 scopus 로고
    • "approximate bayesian computation based on signed roots of log-density ratios
    • J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press
    • Sweeting, T. J. (1995c), –Approximate Bayesian Computation Based on Signed Roots of Log-Density Ratios— (with discussion), in Bayesian Statistics 5, eds. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press.
    • (1995) Bayesian Statistics , vol.5
    • Sweeting, T.J.1
  • 40
    • 0001638080 scopus 로고
    • Noninformative priors for one parameter of many
    • Tibshirani, R. (1989), –Noninformative Priors for One Parameter of Many,— Biometrika, 76, 604-608.
    • (1989) Biometrika , vol.76 , pp. 604-608
    • Tibshirani, R.1
  • 41
    • 0001159310 scopus 로고
    • On formulae for confidence points based on integrals of weighted likelihoods
    • Welch, B. L., and Peers, H. W. (1963), –On Formulae for Confidence Points Based on Integrals of Weighted Likelihoods,— Journal of the Royal Statistical Society, Ser. B, 25, 318-329.
    • (1963) Journal of the Royal Statistical Society, Ser. B , vol.25 , pp. 318-329
    • Welch, B.L.1    Peers, H.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.