Concept
Wilks' theorem
Publications associées (10)
Convex Quantization Preserves Logconcavity
A logconcave likelihood is as important to proper statistical inference as a convex cost function is important to variational optimization. Quantization is often disregarded when writing likelihood models, ignoring the limitations of the physical detectors ...
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022Validation of likelihood ratio methods for forensic evidence evaluation handling multimodal score distributions
This study presents a method for computing likelihood ratios (LRs) from multimodal score distributions, as the ones produced by some commercial off-the-shelf automated fingerprint identification systems (AFISs). The AFIS algorithms used to compare fingerma ...
Inst Engineering Technology-IET2017Bayesian Inference For The Brown-Resnick Process, With An Application To Extreme Low Temperatures
Anthony Christopher Davison, Emeric Rolland Georges Thibaud
The Brown-Resnick max-stable process has proven to be well suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intractable and inference must be based on a composite likelihood, thereby preve ...
Inst Mathematical Statistics2016Accurate Directional Inference for Vector Parameters in Linear Exponential Families
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 asymptotic theory for likelihood, we propose a directional test whose p-value i ...
American Statistical Association2014