Home

ISRT, University of Dhaka

Institute of Statistical Research and Training

Site Navigation

  • JSR
    • All Articles
    • Articles by Vol. No. Year
  • Training
  • Publications
    • MS Theses
  • Seminar
  • People
    • Alumni
    • All Faculty
    • Professor
    • Associate Professor
    • Assistant Professor
    • Lecturer
    • Supernumerary Professor
    • Former Faculty
    • Former Directors
Home
    • Home
    • News
    • Contact

Quick Links

Webmail Login
Students' Support Forum

Navigation

  • Create content
    • Alumni Profile

p-Value Formulas from Likelihood Asymptotics Bridging the Singularities

 

D.A.S. Fraser, N. Reid, R. Li and A. Wong (2003). p-Value Formulas from Likelihood Asymptotics Bridging the Singularities. Journal of Statistical Research, Vol. 37, No. 1, pp.  1-15.

 

Abstract

Recent likelihood asymptotics has produced highly accurate p-values for many very general contexts. The terminal formulas for producing these p-values can however have serious singularities in the neighbourhood of the maximum likeli- hood value. The singularities near the maximum likelihood value are downstream versions of those addressed by Daniels (1987) for the scalar saddlepoint context; he provided an approximate value at the singularity which involved a standard- ized third order cumulant. For a general statistical context we develop a third order bridge for the p-value formula at the maximum likelihood singularity in the case with no nuisance parameters, and a second order bridge at the singularity for the case with nuisance parameters. We also develop a third order graphical procedure for bridging the singularities; it handles both the cases without and with nuisance parameters.

 

Download Fulltext (fraser.pdf)

 

Information for

Prospective Students
Visitors
Parents or Guardians

Resources

List of Bangladeshi Universities
Statistics Departments (by country)
Statistical Journals

© 1999-2009, ISRT, University of Dhaka, Bangladesh
Site established: 22 June 1999