O. E. Bardorff-Nielsen's approximate conditional inference
File(s)
Published version
Author(s)
Reid, Nancy
Battey, Heather
Type
Journal Article
Abstract
We review three interrelated contributions by Barndorff-Nielsen to statistical theory: his p∗ approximation, modified profile likelihood function, and r∗ approximation. The development was important for the foundations of inference, and the r∗ approximation in particular has also proved useful in a range of applications.
Date Issued
2026-02-01
Date Acceptance
2025-08-01
Citation
Bernoulli, 2026, 32 (1), pp.81-95
ISSN
1350-7265
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Start Page
81
End Page
95
Journal / Book Title
Bernoulli
Volume
32
Issue
1
Copyright Statement
Copyright © 2026 ISI/BS.
Identifier
10.3150/25-BEJ1906
Subjects
Ancillary statistic
asymptotic expansion
conditional inference
modified profile likelihood
large deviation
Publication Status
Published