IDEAS home Printed from https://ideas.repec.org/a/bla/istatr/v85y2017i3p519-541.html
   My bibliography  Save this article

Modern Likelihood-Frequentist Inference

Author

Listed:
  • Donald Alan Pierce
  • Ruggero Bellio

Abstract

No abstract is available for this item.

Suggested Citation

  • Donald Alan Pierce & Ruggero Bellio, 2017. "Modern Likelihood-Frequentist Inference," International Statistical Review, International Statistical Institute, vol. 85(3), pages 519-541, December.
  • Handle: RePEc:bla:istatr:v:85:y:2017:i:3:p:519-541
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/insr.12232
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Johansen, Soren, 1995. "The Role of Ancillarity in Inference for Non-stationary Variables," Economic Journal, Royal Economic Society, vol. 105(429), pages 302-320, March.
    2. A. C. Davison & D. A. S. Fraser & N. Reid, 2006. "Improved likelihood inference for discrete data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 495-508, June.
    3. N. Reid & D. A. S. Fraser, 2010. "Mean loglikelihood and higher-order approximations," Biometrika, Biometrika Trust, vol. 97(1), pages 159-170.
    4. Ib M. Skovgaard, 2001. "Likelihood Asymptotics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 3-32, March.
    5. Lozada-Can, C. & Davison, A. C., 2010. "Three Examples of Accurate Likelihood Inference," The American Statistician, American Statistical Association, vol. 64(2), pages 131-139.
    6. Donald A. Pierce & Ruggero Bellio, 2006. "Effects of the reference set on frequentist inferences," Biometrika, Biometrika Trust, vol. 93(2), pages 425-438, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Erlis Ruli & Laura Ventura, 2021. "Can Bayesian, confidence distribution and frequentist inference agree?," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 359-373, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Erlis Ruli & Laura Ventura, 2021. "Can Bayesian, confidence distribution and frequentist inference agree?," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 359-373, March.
    2. A. C. Davison & D. A. S. Fraser & N. Reid & N. Sartori, 2014. "Accurate Directional Inference for Vector Parameters in Linear Exponential Families," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 302-314, March.
    3. Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
    4. Paramjit S. Gill, 2004. "Small-Sample Inference for the Comparison of Means of Log-Normal Distributions," Biometrics, The International Biometric Society, vol. 60(2), pages 525-527, June.
    5. Giuliana Cortese & Nicola Sartori, 2016. "Integrated likelihoods in parametric survival models for highly clustered censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 382-404, July.
    6. Wong ACM & Zhang S, 2017. "A Directional Approach for Testing Homogeneity of Inverse Gaussian Scale-Like Parameters," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 3(2), pages 34-39, September.
    7. Ventura, Laura & Ruli, Erlis & Racugno, Walter, 2013. "A note on approximate Bayesian credible sets based on modified loglikelihood ratios," Statistics & Probability Letters, Elsevier, vol. 83(11), pages 2467-2472.
    8. Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A., 2008. "Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3047-3055, December.
    9. D. A. S. Fraser & N. Reid & E. Marras & G. Y. Yi, 2010. "Default priors for Bayesian and frequentist inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 631-654, November.
    10. Christopher Withers & Saralees Nadarajah, 2010. "Tilted Edgeworth expansions for asymptotically normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1113-1142, December.
    11. Chris J. Lloyd, 2010. "Bootstrap and Second-Order Tests of Risk Difference," Biometrics, The International Biometric Society, vol. 66(3), pages 975-982, September.
    12. Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
    13. Søren Johansen, 2010. "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers 10-28, University of Copenhagen. Department of Economics.
    14. Cristine Rauber & Francisco Cribari-Neto & Fábio M. Bayer, 2020. "Improved testing inferences for beta regressions with parametric mean link function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 687-717, December.
    15. V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
    16. Melo, Tatiane F.N. & Vasconcellos, Klaus L.P. & Lemonte, Artur J., 2009. "Some restriction tests in a new class of regression models for proportions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3972-3979, October.
    17. Martin Biehler & Heinz Holling & Philipp Doebler, 2015. "Saddlepoint Approximations of the Distribution of the Person Parameter in the Two Parameter Logistic Model," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 665-688, September.
    18. Mohammad Reza Kazemi & Ali Akbar Jafari, 2019. "Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(5), pages 529-545, July.
    19. Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi, 2002. "Measuring and forecasting financial variability using realised variance with and without a model," Economics Papers 2002-W21, Economics Group, Nuffield College, University of Oxford.
    20. Rukhin, Andrew L., 2016. "Confidence regions for comparison of two normal samples," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 273-280.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:istatr:v:85:y:2017:i:3:p:519-541. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/isiiinl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.