Practical use of modern likelihood asymptotics is still limited by the lack of flexible and easy to use computational tools. The aim of this contribution is to show that the implementation is not as hard as it might look at the first sight. We will illustrate this point by showing how higher-order asymptotics for heteroscedastic regression models may be easily implemented into S-PLUS

Advances in implementation of Higher-Order Asymptotics

BRAZZALE, ALESSANDRA ROSALBA
1999

Abstract

Practical use of modern likelihood asymptotics is still limited by the lack of flexible and easy to use computational tools. The aim of this contribution is to show that the implementation is not as hard as it might look at the first sight. We will illustrate this point by showing how higher-order asymptotics for heteroscedastic regression models may be easily implemented into S-PLUS
Atti della Riunione Scientifica "Probabilità e procedure per l'inferenza statistica e le decisioni"
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11577/188156
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