Some diagnostics of maximum likelihood and posterior nonnormality

DOI10.1214/aos/1176325490zbMath0831.62026OpenAlexW2151071643MaRDI QIDQ1339686

Elizabeth H. Slate, Robert E. Kass

Publication date: 13 February 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325490

zbMATH Keywords

information metricdifferential geometrycurvature measuresdiagnosticsreparameterizationcurved exponential familyalpha-connectionsnonlinearity measuresexponential family nonlinear modelslarge-sample maximum likelihoodlog posterior densityloglikelihood functionmeasures of nonnormalitythird derivatives

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (6)

BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD ⋮ Planning sequential constant-stress accelerated life tests with stepwise loaded auxiliary acceleration factor ⋮ Using a probability plot to summarize a unimodal posterior density ⋮ Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Constrained design strategies for improving normal approximations in nonlinear regression problems

Uses Software

• LISP-STAT

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