Accurate Parametric Inference for Small Samples

@inproceedings{Brazzale2008AccuratePI,
  title={Accurate Parametric Inference for Small Samples},
  author={Alessandra R. Brazzale and Anthony C. Davison},
  year={2008}
}
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 likelihood procedures are based on analytical asymptotic approximations, the focus of this paper is not on theory but on implementation and applications. Numerical illustrations are given for logistic regression, nonlinear models, and linear non-normal models, and we describe a sampling approach for the third of… CONTINUE READING