Adjusted likelihood inference about interest parameters
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 2, pp. 213-232
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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, Cox–Reid “approximate conditional likelihood”, modified profile score, stable and invariant adjustments.
Mots-clés : information carrier, Lugannani–Rice approximation
Mots-clés : information carrier, Lugannani–Rice approximation
@article{TVP_1993_38_2_a1,
author = {O. E. Barndorff-Nilsen},
title = {Adjusted likelihood inference about interest parameters},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {213--232},
year = {1993},
volume = {38},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_2_a1/}
}
O. E. Barndorff-Nilsen. Adjusted likelihood inference about interest parameters. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 2, pp. 213-232. http://geodesic.mathdoc.fr/item/TVP_1993_38_2_a1/