Add to ORKGTheory is developed to show that second-order distributional behaviour of pseudolikelihood ratios can be modified to resemble that of likelihood counterparts by means of a suitable adjustment. The latter is conceived to enable the Bartlett correction for pseudolikelihood ratios when inference focuses on a scalar parameter. The proposed methodology can be framed in the likelihood setting where it can be interpreted as a device to achieve secondorder accurate inference that takes into an account potential erroneous model assumptions. The efficacy of the proposal is demonstrated via simulation studies
The objective of this thesis is to show how the empirical likelihood method can be used to analyse t...
This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvement...
In this paper a second-order link between adjusted profile likelihoods and refinements of the estima...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
Recently, a technique based on pseudo-observations has been proposed to tackle the so called convex ...
This paper considers the second order properties of empirical likelihood for a parameter defined by ...
Effective implementation of likelihood inference in models for high-dimensional data often requires ...
This paper studies second-order properties of the empirical likelihood overidentifying restriction t...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
The likelihood function plays a central role in the theory of higher-order asymptotics both for Baye...
summary:Updating probabilities by information from only one hypothesis and thereby ignoring alternat...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
The objective of this thesis is to show how the empirical likelihood method can be used to analyse t...
This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvement...
In this paper a second-order link between adjusted profile likelihoods and refinements of the estima...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
Recently, a technique based on pseudo-observations has been proposed to tackle the so called convex ...
This paper considers the second order properties of empirical likelihood for a parameter defined by ...
Effective implementation of likelihood inference in models for high-dimensional data often requires ...
This paper studies second-order properties of the empirical likelihood overidentifying restriction t...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
The likelihood function plays a central role in the theory of higher-order asymptotics both for Baye...
summary:Updating probabilities by information from only one hypothesis and thereby ignoring alternat...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
The objective of this thesis is to show how the empirical likelihood method can be used to analyse t...
This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvement...
In this paper a second-order link between adjusted profile likelihoods and refinements of the estima...