Likelihood as approximate pivotal distribution

DOI10.1093/biomet/67.2.287zbMath0434.62021OpenAlexW1981093558MaRDI QIDQ3873315

David V. Hinkley

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11299/199363

zbMATH Keywords

informationancillary statisticEdgeworth expansionsufficient statisticconditional distribution of the maximum likelihood estimatorapproximate pivotal distributionsingle-parameter curved exponential family

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

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Modified profile likelihood estimation for the Weibull regression models in survival analysis ⋮ D. A. S. Fraser: From structural inference to asymptotics ⋮ Interview with Nancy Reid ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ On the conditions for the existence of ancillary statistics in a curved exponential family ⋮ A conversation with Donald A. S. Fraser ⋮ Recent developments in bootstrap methodology ⋮ Likelihood ⋮ Likelihood inference in complex settings ⋮ Strong matching of frequentist and Bayesian parametric inference

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