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Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
SUMMARY This paper concerns normal approximations to the distribution of the maximum likelihood estimator in one-parameter families. The traditional variance approximation is 1/1.I, where 0 is theExpand
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Annals of Statistics
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On the ratio of two correlated normal random variables
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Inference about the change-point from cumulative sum tests
SUMMARY The point of change in mean in a sequence of normal random variables can be estimated from a cumulative sum test scheme. The asymptotic distribution of this estimate and associated testExpand
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Inference about the change-point in a sequence of binomial variables
Abstract : The report discusses the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes. The asymptotic distribution of the maximumExpand
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On power transformations to symmetry
SUMMARY Transformations to symmetry, or approximate symmetry, are considered. In particular, properties of simple estimates based on equitailed order statistics are derived. Examples includeExpand
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Jackknifing in Unbalanced Situations
Both the standard jackknife and a weighted jackknife are investigated in the general linear model situation. Properties of bias reduction and standard error estimation are derived. and the weightedExpand
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Inference about the intersection in two-phase regression
In recent years increasing interest has been shown in problems of discontinuity in models for sequences of random variables. Essentially two distinct problems arise. The first is that of testing aExpand
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On Quick Choice of Power Transformation
In an earlier article (Hinkley, 1975) the author has discussed an order‐statistic method for the fitting of power transformations of data to obtain approximate symmetry of transformed dataExpand
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Inference in Two-Phase Regression
Abstract Procedures are outlined for obtaining maximum likelihood estimates and likelihood confidence regions in the intersecting two-phase linear regression model. The procedures are illustrated onExpand
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