This paper presents a set of REDUCE procedures that make a number of existing higher-order asymptotic results available for both theoretical and practical research. Attention has been restricted to the context of exact and approximate inference for a parameter of interest conditionally either on an ancillary statistic or on a statistic partially sufficient for the nuisance parameter. In particular, the procedures apply to regression-scale models and multiparameter exponential families. Most of them support algebraic computation as well as numerical calculation for a given data set. Examples illustrate the code.

A computer algebra package for approximate conditional inference / R., Bellio; Brazzale, Alessandra Rosalba. - In: STATISTICS AND COMPUTING. - ISSN 0960-3174. - STAMPA. - 11:(2001), pp. 17-24.

A computer algebra package for approximate conditional inference

BRAZZALE, Alessandra Rosalba
2001

Abstract

This paper presents a set of REDUCE procedures that make a number of existing higher-order asymptotic results available for both theoretical and practical research. Attention has been restricted to the context of exact and approximate inference for a parameter of interest conditionally either on an ancillary statistic or on a statistic partially sufficient for the nuisance parameter. In particular, the procedures apply to regression-scale models and multiparameter exponential families. Most of them support algebraic computation as well as numerical calculation for a given data set. Examples illustrate the code.
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A computer algebra package for approximate conditional inference / R., Bellio; Brazzale, Alessandra Rosalba. - In: STATISTICS AND COMPUTING. - ISSN 0960-3174. - STAMPA. - 11:(2001), pp. 17-24.
R., Bellio; Brazzale, Alessandra Rosalba
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11380/606821
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