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似然比统计量的经验调整AI 解读

Consider a model parameterised by a scalar parameter of interest ψ and a nuisance parameter λ. Inference about ψ may be based on the signed square root of the likelihood ratio statistic, R. The statistic R is asymptotically distributed according to a standard normal distribution, with error O(n-½). To reduce the error of this normal approximation, several modifications to R have been proposed such as Barndorff-Nielsen's modified directed likelihood statistic, R*. In this…

存在干扰参数时用于推断的似然函数AI 解读

Consider inference about a scalar parameter of interest Θ in the presence of a vector nuisance parameter. Inference about Θ is often based on a pseudolikelihood function. In this paper, the general problem of constructing a pseudo-loglikelihood function H(Θ) is considered. Conditions are given under which H has the same properties as a genuine loglikelihood function for a model without a nuisance parameter. When these conditions are satisfied to a given order of…

修正剖面似然函数的一种近似AI 解读

An approximation to the modified profile likelihood function is proposed. This approximation is invariant under interest-respecting reparameterisations, it agrees with the modified profile likelihood function to order O(n−1) in the moderate-deviation sense and to order O(n−½) in the large-deviation sense, and it is stable in the sense of conditional inference. For the case of a curved exponential family model this approximation agrees with the one proposed by…