Bartlett identities and large deviations in likelihood theory

DOI10.1214/aos/1018031270zbMath0951.62014OpenAlexW2142186408MaRDI QIDQ1568313

Per Aslak Mykland

Publication date: 27 December 2000

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

Full work available at URL: https://doi.org/10.1214/aos/1018031270

zbMATH Keywords

survival analysisapproximate likelihoodsempirical likelihoodBartlett correctionconvergence of cumulantsdual criterion functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Linear inference, regression (62J99) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44)

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Cumulants and Bartlett Identities in Cox Regression, The role of score and information bias in panel data likelihoods, Decoding the h-likelihood, On the validity of the formal Edgeworth expansion for posterior densities, Asymptotics and the theory of inference, Beyond first-order asymptotics for Cox regression, On improved estimation of a gamma shape parameter

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