Aspects of likelihood inference. (English) Zbl 1273.62053

Reid, Nancy

Bernoulli 19, No. 4, 1404-1418 (2013).

Summary: I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.

MSC:

62F10	Point estimation
62A99	Foundational topics in statistics
62H12	Estimation in multivariate analysis
62J12	Generalized linear models (logistic models)
65C60	Computational problems in statistics (MSC2010)

Keywords:

approximate pivotal quantities; composite likelihood; Laplace approximation; nuisance parameter; parametric inference; \(r^{\ast}\) approximation

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