The Annals of Statistics

Asymptotics and the theory of inference

N. Reid

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Asymptotic analysis has always been very useful for deriving distributions in statistics in cases where the exact distribution is unavailable. More importantly, asymptotic analysis can also provide insight into the inference process itself, suggesting what information is available and how this information may be extracted. The development of likelihood inference over the past twenty-some years provides an illustration of the interplay between techniques of approximation and statistical theory.

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Ann. Statist., Volume 31, Number 6 (2003), 1695-2095.

First available in Project Euclid: 16 January 2004

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Zentralblatt MATH identifier

Primary: 62-02: Research exposition (monographs, survey articles)
Secondary: 62E20: Asymptotic distribution theory 62F05: Asymptotic properties of tests

Ancillarity approximation Bayesian inference conditioning Laplace approximation likelihood matching priors $p$* $p$-values $r$* saddlepoint approximation tail area tangent exponential model


Reid, N. Asymptotics and the theory of inference. Ann. Statist. 31 (2003), no. 6, 1695--2095. doi:10.1214/aos/1074290325.

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