The automatic construction of bootstrap confidence intervals

B Efron, B Narasimhan - Journal of Computational and Graphical …, 2020 - Taylor & Francis
The standard intervals, for example, θ ̂±1.96 σ ̂ for nominal 95% two-sided coverage, are
familiar and easy to use, but can be of dubious accuracy in regular practice. Bootstrap …

On some principles of statistical inference

N Reid, DR Cox - International Statistical Review, 2015 - Wiley Online Library
Statistical theory aims to provide a foundation for studying the collection and interpretation of
data, a foundation that does not depend on the particular details of the substantive field in …

The tangent exponential model

AC Davison, N Reid - Handbook of Bayesian, Fiducial, and …, 2022 - taylorfrancis.com
In a series of papers starting in the late 1980s, DAS Fraser, N. Reid and coworkers
developed the tangent exponential model for higher-order likelihood inference. This chapter …

Inference under random limit bootstrap measures

G Cavaliere, I Georgiev - Econometrica, 2020 - Wiley Online Library
Asymptotic bootstrap validity is usually understood as consistency of the distribution of a
bootstrap statistic, conditional on the data, for the unconditional limit distribution of a statistic …

[图书][B] Past, present, and future of statistical science

X Lin, C Genest, DL Banks, G Molenberghs, DW Scott… - 2014 - books.google.com
Past, Present, and Future of Statistical Science was commissioned in 2013 by the
Committee of Presidents of Statistical Societies (COPSS) to celebrate its 50th anniversary …

Accurate parametric inference for small samples

AR Brazzale, AC Davison - 2008 - projecteuclid.org
We outline how modern likelihood theory, which provides essentially exact inferences in a
variety of parametric statistical problems, may routinely be applied in practice. Although the …

Improved Laplace approximation for marginal likelihoods

E Ruli, N Sartori, L Ventura - 2016 - projecteuclid.org
Statistical applications often involve the calculation of intractable multidimensional integrals.
The Laplace formula is widely used to approximate such integrals. However, in high …

Accurate directional inference for vector parameters in linear exponential families

AC Davison, DAS Fraser, N Reid… - Journal of the American …, 2014 - Taylor & Francis
We consider inference on a vector-valued parameter of interest in a linear exponential
family, in the presence of a finite-dimensional nuisance parameter. Based on higher-order …

Why does statistics have two theories

DAS Fraser - Past, Present and Future of Statistical Science, 2014 - api.taylorfrancis.com
The public image of statistics is changing, and recently the changes have been mostly for
the better, as we've all seen. But occasional court cases, a few conspicuous failures, and …

Routes to higher‐order accuracy in parametric inference

GA Young - Australian & New Zealand Journal of Statistics, 2009 - Wiley Online Library
Developments in the theory of frequentist parametric inference in recent decades have been
driven largely by the desire to achieve higher‐order accuracy, in particular distributional …