Likelihood and Asymptotics

ELIMINATION OF NUISANCE PARAMETERS

A note on directed adjusted profile likelihoods
Sartori, N., Salvan, A. and Pace, L. (2003)
Journal of Statistical Planning and Inference, 110, 1-9.

Quasi-profile loglikelihoods for unbiased estimating functions
Adimari, G. and Ventura, L. (2002)
Ann. Inst. Statist. Math., 54, 235-244.

Practical point estimation from higher-order pivots
Giummolè, F. and Ventura, L. (2002)
J. Statist. Comput. and Simul., 72, 419-430.

A note on likelihood asymptotics for normal linear regression
Sartori, N. (2002)
Ann. Inst. Statist. Math., to appear.

Modifications to the profile likelihood in models with incidental nuisance parameters
Sartori, N. (2002)
Working Papers, 2002.10, Department of Statistics, University of Padova. In second revision.

Likelihood methods for controlled calibration
Bellio, R. (2000)
Note di Ricerca, 2000.3, Department of Statistics, University of Udine. Submitted.

Estimating functions based on the modified directed likelihood
Giummolè, F., Ventura, L. and Salvan, A. (2000)
Proceedings of the 15th International Workshop on Statistical Modelling (Bilbao, July 17-21, 2000), 433-436.

On modifications of the profile likelihood
Pace, L. and Salvan, A. (2000)
Symposium in Honour of Ele E. Barndorff-Nielsen, Memoirs n. 16, Department of Theoretical Statistics, Univeristy of Aarhus, 84-88.

Point estimation based on confidence intervals: exponential families
Pace, L. and Salvan, A. (1999)
J. Statist. Comput. and Simul., 64, 1-21.

The directed modified profile likelihood in models with many nuisance parameters
Sartori, N., Bellio, R., Salvan, A., and Pace, L. (1999)
Biometrika, 86, 735-7742.

CONDITIONING ON ANCILLARY STATISTICS

Conditional simulation for regression-scale models
Brazzale, A.R. (1999)
Journal of the Italian Statistical Society, 8, 101-114.

Conditioning on an ancillary statistic in the Neyman-Pearson setting
Pace, L. and Salvan, A. (1999)
Statistica Applicata, 11, 205-215.

PREDICTION

A note about simultaneous prediction
Corcuera, J.M. and Giummolè, F. (2002)
Mathematics Preprint Series, n.299, Institut de Matemtica, Universitat de Barcelona (Spain).

Improved prediction limits for a simple threshold bilinear model
Fonseca, G. and Vidoni, P. (2001)
Proceedings of the 16th International Workshop on Statistical Modelling (Odense, July 2-6 2001), 445-448.

Improved prediction limits for continuous and discrete observations in generalized linear models
Vidoni, P. (2001)
Biometrika, 88, 881-887.

Improved prediction intervals for stochastic process models
Vidoni P. (2001)
Note di ricerca, 2.2001, Department of Statistics, University of Udine. To appear in Journal of Time Series Analysis.

First order optimal predictive densities
Corcuera, J.M. and Giummolè, F. (2000)
Applications of Differential Geometry to Econometrics (eds. P. Marriott and M. Salmon), Cambridge University Press.

Model selection using the estimative and the approximate p* predictive densities
Vidoni, P. (2000)
Ann. Inst. Statist. Math., 52, 57-70.

Prediction and calibration in generalized linear models
Vidoni, P. (2000)
Note di Ricerca, 2000.7, Department of Statistics, University of Udine. To appear in Annals of the Institute of Statistical Mathematics.

On the relationship between a-connections and the asymptotic properties of predictive distributions
Corcuera, J.M. and Giummolè, F. (1999)
Bernoulli, 5, 163-176.

A generalized Bayes rule for prediction
Corcuera, J.M. and Giummolè, F. (1999)
Scand. J. Statist., 26, 265-279.

A predictive density for semiparametric scale and location models
Giummolè, F. and Ventura, L. (1999)
Statistica Applicata, 11, 235-250.

Prediction limits for semiparametric scale and location models
Giummolè, F. and Ventura, L. (1999)
Proceedings of the 14th International Workshop on Statistical Modelling (Graz, July 19-23, 1999), 536-539.

ROBUST PROCEDURES

Robust confidence intervals for censored data
Adimari, G. and Preo, P. (2002)
Atti della XLI Riunione Scientifica della Societa' Italiana di Statistica, (Milano, 5-7 giugno 2002), 617-620.

Quasi-likelihood from M-estimators: A numerical comparison with empirical likelihood
Adimari, G. and Ventura, L. (2002)
To appear in Statistical Methods & Applications.

Hampel estimation for estreme value distributions
Brazzale, A.R. and Ventura, L. (2002)
Atti della XLI Riunione Scientifica della Società Italiana di Statistica (Milano, 5-7 giugno 2002), 613-616.

The effects of rounding on likelihood procedures
Pace, L., Salvan, A. and Ventura, L. (2002)
Submitted.

Robust inference for generalized linear models with application to logistic regression
Adimari, G. and Ventura, L. (2001)
Statistics and Probability Letters, 55, 413-419.

Adjusted quasi-profile likelihoods and robustness
Bellio, R., Brazzale, A.R. and Ventura, L. (2001)
Proceedings of the 16th International Workshop on Statistical Modelling (Odense, July 2-6 2001), 413-416.

Robust estimation of stochastic frontier models
Bellio, and Ventura, L. (2001)
Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione (a cura di C. Provasi), Cleup Padova, 175-180.

How robust is conditional inference?
Brazzale, A.R. and Ventura, L. (2001)
Proceedings of the 16th International Workshop on Statistical Modelling (Odense, July 2-6 2001), 417-420.

A robust conditional approximation of marginal tail probabilities
Brazzale, A.R. and Ventura, L. (2001)
Technical Report, 10/01, LADSEB-CNR, Padova, Italy.

Between stability and higher-order asymptotics
Ronchetti, E. and Ventura, L. (2001)
Statistics and Computing, 11, 67-73.

Robust conditional inference for location parameters
Ventura, L. (2001)
Working Papers, 2001.14, Department of Statistics, University of Padova.

COMPUTATIONAL ASPECTS AND APPLICATIONS TO COMPLEX MODELS

Extending conditional likelihood for clustered data
Bellio, R. and Sartori, N. (2002)
Atti della XLI Riunione Scientifica della Società Italiana di Statistica, (Milano, 5-7 giugno 2002), 357-360.

Second-order likelihood-based inference in nonlinear mixed effects models
Guolo, A. and Brazzale, A.R. (2002)
Proceedings of the 17th International Workshop on Statistical Modelling, (Chania, July 8-12, 2002), 323-328.

Improving maximum likelihood estimation in mixed linear models
Fonseca, G., Giummolè, F. and Ventura, L. (2002)
Proceedings of the 17th International Workshop on Statistical Modelling, (Chania, July 8-12, 2002), 265-269.

Conditional likelihood inference in generalized linear mixed models
Sartori, N. and Severini, T.A. (2002)
Working Papers, 2002.15, Department of Statistics, University of Padova. Submitted.

A computer algebra package for approximate conditional inference
Bellio R. and Brazzale, A.R. (2001)
Statistics and Computing, 11, 17-24.

Improved maximum likelihood estimation in nonlinear heteroscedastic models
Giummolè, F. and Ventura, L. (2001)
Working Papers, 2001.15, Department of Statistics, University of Padova.

An analytical sensitivity approach to interfacing toxicokinetic and risk models
Sartori, N., Thomaseth, K. and Salvan, A. (2001)
Proceedings of the 16th International Workshop on Statistical Modeling (Odense, July 2-6, 2001), 505-508.

Response prediction in mixed effects models
Vidoni P. (2001)
Note di ricerca, 13.2001, Department of Statistics, University of Udine.

Likelihood Asymptotics: Applications in Biostatistics
Bellio, R. (2000)
Ph.D. Thesis, University of Padova.

Applications of likelihood asymptotics for nonlinear regression in herbicide bioassays
Bellio, R., Jensen, J.E. and Seiden, P. (2000)
Biometrics, 56, 191-199.

Practical Small-Sample Parametric Inference
Brazzale, A.R. (2000)
Ph.D. Thesis, 2230, Department of Mathematics, Swiss Federal Institute of Technology Lausanne.

Higher-order likelihood-based inference in nonlinear regression
Bellio, R. and Brazzale, A.R. (1999)
Proceedings of the 14th International Workshop on Statistical Modelling (Graz, July 19-23,1999), 440-443. Winner of “Best Student Poster Competition”.

On the implementation of approximate conditional inference
Bellio, R. and Brazzale, A.R. (1999)
Statistica Applicata, 11, 251-271.

Approximate conditional inference in logistic and loglinear models
Brazzale, A.R. (1999)
Journal of Computational and Graphical Statistics, 8, 653-661.
Winner of “1998 ASA Statistical Computing Section Student Paper Competition”.

Interfacing symbolic computation and numerical calculation
Brazzale A.R. (1999)
Proceedings of the 52nd ISI Session (Helsinki, August 10-18, 1999), 2, 167.