Some Aspects of Conditional and Asymptotic Inference: A Review

Some Aspects of Conditional and Asymptotic Inference: A Review

A review is given of some recent work on the higher-order asymptotic theory of tests and confidence intervals based on log likelihood functions. Some stress is placed on the role of conditioning in choosing between different procedures equivalent to the first order of asymptotic theory. Procedures b...

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Veröffentlicht in:Sankhyā: The Indian Journal of Statistics, Series A (1961-2002). - INDIAN STATISTICAL INSTITUTE, 1961. - 50(1988), 3, Seite 314-337
1. Verfasser: Cox, D. R. (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1988
Zugriff auf das übergeordnete Werk:Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)
Schlagworte:Primary 62F99 Secondary 62E20 Ancillarity Asymptotic theory Conditioning Edgeworth Exponential family Likelihood Saddle point Mathematics Behavioral sciences
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520 |a A review is given of some recent work on the higher-order asymptotic theory of tests and confidence intervals based on log likelihood functions. Some stress is placed on the role of conditioning in choosing between different procedures equivalent to the first order of asymptotic theory. Procedures based on the likelihood ratio statistic or simple modifications thereof are on the whole preferred. Some open problems are outlined. 
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773 0 8 |i Enthalten in  |t Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)  |d INDIAN STATISTICAL INSTITUTE, 1961  |g 50(1988), 3, Seite 314-337  |w (DE-627)328109991  |w (DE-600)2045733-9  |x 0581572X  |7 nnns 
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