메뉴 건너뛰기




Volumn 63, Issue 4, 2001, Pages 691-703

On expected volumes of multidimensional confidence sets associated with the usual and adjusted likelihoods

Author keywords

Bartlett correction; Highest posterior density region; Interest parameter; Likelihood ratio statistic; Nuisance parameter

Indexed keywords


EID: 0035540916     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00306     Document Type: Article
Times cited : (5)

References (15)
  • 1
    • 0000342633 scopus 로고
    • Adjusted versions of profile likelihood and directed likelihood, and extended likelihood
    • Barndorff-Nielsen, O. E. (1994) Adjusted versions of profile likelihood and directed likelihood, and extended likelihood. J. R. Statist. Soc. B, 56, 125-140.
    • (1994) J. R. Statist. Soc. B , vol.56 , pp. 125-140
    • Barndorff-Nielsen, O.E.1
  • 2
    • 0002464001 scopus 로고    scopus 로고
    • Integrated likelihood methods for eliminating nuisance parameters
    • Berger, J. O., Liseo, B. and Wolpert, R. (1999) Integrated likelihood methods for eliminating nuisance parameters (with discussion). Statist. Sci., 14, 1-28.
    • (1999) Statist. Sci. , vol.14 , pp. 1-28
    • Berger, J.O.1    Liseo, B.2    Wolpert, R.3
  • 3
    • 0002738159 scopus 로고
    • Parameter orthogonality and approximate conditional inference
    • Cox, D. R. and Reid, N. (1987) Parameter orthogonality and approximate conditional inference (with discussion). J. R. Statist. Soc. B, 49, 1-39.
    • (1987) J. R. Statist. Soc. B , vol.49 , pp. 1-39
    • Cox, D.R.1    Reid, N.2
  • 4
    • 0000821346 scopus 로고
    • A note on the calculation of adjusted profile likelihood
    • _(1993) A note on the calculation of adjusted profile likelihood. J. R. Statist. Soc. B, 55, 467-471.
    • (1993) J. R. Statist. Soc. B , vol.55 , pp. 467-471
  • 6
    • 0001423096 scopus 로고
    • On Bartlett adjustments for approximate Bayesian inference
    • DiCiccio, T. J. and Stern, S. E. (1993) On Bartlett adjustments for approximate Bayesian inference. Biometrika, 80, 731-740.
    • (1993) Biometrika , vol.80 , pp. 731-740
    • DiCiccio, T.J.1    Stern, S.E.2
  • 7
    • 0000342632 scopus 로고
    • Frequentist and Bayesian Bartlett correction of test statistics based on adjusted profile likelihoods
    • _(1994) Frequentist and Bayesian Bartlett correction of test statistics based on adjusted profile likelihoods. J. R. Statist. Soc. B, 56, 397-408.
    • (1994) J. R. Statist. Soc. B , vol.56 , pp. 397-408
  • 8
    • 0002178053 scopus 로고
    • Bias reduction of maximum likelihood estimates
    • Firth, D. (1993) Bias reduction of maximum likelihood estimates. Biometrika, 80, 27-38.
    • (1993) Biometrika , vol.80 , pp. 27-38
    • Firth, D.1
  • 9
    • 0001911619 scopus 로고
    • Frequentist validity of highest posterior density regions in the presence of nuisance parameters
    • Ghosh, J. K. and Mukerjee, R. (1995) Frequentist validity of highest posterior density regions in the presence of nuisance parameters. Statist. Decsn, 13, 131-139.
    • (1995) Statist. Decsn , vol.13 , pp. 131-139
    • Ghosh, J.K.1    Mukerjee, R.2
  • 10
    • 0001520165 scopus 로고
    • A simple method for the adjustment of profile likelihoods
    • McCullagh, P. and Tibshirani, R. (1990) A simple method for the adjustment of profile likelihoods. J. R. Statist. Soc. B, 52, 325-344.
    • (1990) J. R. Statist. Soc. B , vol.52 , pp. 325-344
    • McCullagh, P.1    Tibshirani, R.2
  • 11
    • 0001089733 scopus 로고
    • Conditional likelihood and power: Higher order asymptotics
    • Mukerjee, R. (1992) Conditional likelihood and power: higher order asymptotics. Proc. R. Soc. Lond. A, 438, 433-446.
    • (1992) Proc. R. Soc. Lond. A , vol.438 , pp. 433-446
    • Mukerjee, R.1
  • 12
    • 0033475157 scopus 로고    scopus 로고
    • On confidence intervals associated with the usual and adjusted likelihoods
    • Mukerjee, R. and Reid, N. (1999) On confidence intervals associated with the usual and adjusted likelihoods. J. R. Statist. Soc. B, 61, 945-953.
    • (1999) J. R. Statist. Soc. B , vol.61 , pp. 945-953
    • Mukerjee, R.1    Reid, N.2
  • 13
    • 0008069098 scopus 로고    scopus 로고
    • Comparison of test statistics via expected lengths of associated confidence intervals
    • to be published
    • _(2001) Comparison of test statistics via expected lengths of associated confidence intervals. J. Statist. Planng Inf., to be published.
    • (2001) J. Statist. Planng Inf.
  • 14
    • 0007192630 scopus 로고
    • Evaluation of expectations of products of stochastic matrices
    • Srivastava, V. K. and Tiwari, R. (1976) Evaluation of expectations of products of stochastic matrices. Scand. J. Statist., 3, 135-138.
    • (1976) Scand. J. Statist. , vol.3 , pp. 135-138
    • Srivastava, V.K.1    Tiwari, R.2
  • 15
    • 0000258007 scopus 로고    scopus 로고
    • A second-order adjustment to the profile likelihood in the case of a multidimensional parameter of interest
    • Stern, S. E. ( 1997) A second-order adjustment to the profile likelihood in the case of a multidimensional parameter of interest. J. R. Statist. Soc. B, 59, 653-665.
    • (1997) J. R. Statist. Soc. B , vol.59 , pp. 653-665
    • Stern, S.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.