Tensors and likelihood expansions in the presence of nuisance parameters

DOI10.1007/BF02530539zbMath1057.62016OpenAlexW1996141446MaRDI QIDQ1768098

Luigi Pace, Alessandra Salvan

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02530539

zbMATH Keywords

asymptotic expansionnuisance parameterhigher-order asymptoticsinterest respecting reparametrisatonprofile likelihood tensor

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99)

Related Items (1)

Higher-order approximate confidence intervals

Cites Work

• Differential geometry, profile likelihood, L-sufficiency and composite transformation models
• Invariants and likelihood ratio statistics
• A note on directed adjusted profile likelihoods
• The geometric structure of the expected/observed likelihood expansions
• Strings: mathematical theory and statistical examples
• Strings, tensorial combinants, and Bartlett adjustments
• Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
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