Theory 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
This paper studies second-order properties of the empirical likelihood overidentifying restriction t...
This paper investigates the use of likelihood methods for meta-analysis, within the random-effects m...
The likelihood-ratio test for the hypothesis that the smallest of two canonical correlations is zero...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
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...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
This paper considers the second order properties of empirical likelihood for a parameter defined by ...
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. Th...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
summary:Updating probabilities by information from only one hypothesis and thereby ignoring alternat...
This paper studies second-order properties of the empirical likelihood overidentifying restriction t...
This paper investigates the use of likelihood methods for meta-analysis, within the random-effects m...
The likelihood-ratio test for the hypothesis that the smallest of two canonical correlations is zero...
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios ca...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
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...
Asymptotic arguments are widely used in Bayesian inference, and in recent years there has been consi...
This paper considers the second order properties of empirical likelihood for a parameter defined by ...
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. Th...
With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a l...
Recently, a technique based on pseudo-observations has been proposed to tackle the so-called convex ...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
summary:Updating probabilities by information from only one hypothesis and thereby ignoring alternat...
This paper studies second-order properties of the empirical likelihood overidentifying restriction t...
This paper investigates the use of likelihood methods for meta-analysis, within the random-effects m...
The likelihood-ratio test for the hypothesis that the smallest of two canonical correlations is zero...