Some aspects of conditional and asymptotic inference: A review. (English) Zbl 0676.62031
Summary: A review is given of some recent work on the higher-order asymptotic theory of tests and confidence intervals based on log likelihood functions. Some stress is placed on the role of conditioning in choosing between different procedures equivalent to the first order asymptotic theory. Procedures based on the likelihood ratio statistic or simple modifications thereof are on the whole preferred. Some open problems are outlined.
MSC:
62F05 | Asymptotic properties of parametric tests |
62F99 | Parametric inference |
62E20 | Asymptotic distribution theory in statistics |