44 citations · 113 across the 11 of their papers we have counts for
4 papers · 1 filter
Laplace and Saddlepoint Approximations in High Dimensions
Yanbo Tang, Nancy Reid
We examine the behaviour of the Laplace and saddlepoint approximations in the high-dimensional setting, where the dimension of the model is allowed to increase with the number of o…
Inference in High-dimensional Linear Regression
Heather S. Battey, Nancy Reid
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats eac…
The Tangent Exponential Model
Anthony C. Davison, Nancy Reid
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions…
Directional tests in Gaussian graphical models
Claudia Di Caterina, Nancy Reid, Nicola Sartori
Directional tests to compare incomplete undirected graphs are developed in the general context of covariance selection for Gaussian graphical models. The exactness of the underlyin…