The second order ancillary is rotation based

DOI10.1016/j.jspi.2009.09.011zbMath1267.62030OpenAlexW2084109891WikidataQ57440640 ScholiaQ57440640MaRDI QIDQ1044077

Donald A. S. Fraser, Ana-Maria Staicu

Publication date: 10 December 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.09.011

zbMATH Keywords

conditional likelihoodpivotal quantitysecond order ancillarysensitivity directionsthird order inference

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

D. A. S. Fraser: From structural inference to asymptotics

Uses Software

• CandS

Cites Work

• Second order ancillary: a differential view from continuity
• Normed likelihood as saddlepoint approximation
• Computation of distribution functions from likelihood information near observed data
• Ancillaries and conditional inference (with comments and rejoinder)
• Tail probabilities from observed likelihoods
• On a formula for the distribution of the maximum likelihood estimator
• Modified signed log likelihood ratio
• Studentization and deriving accurate p-values
• Conditionality resolutions
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