General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses (Q3625312)

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General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses
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    General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses (English)
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    12 May 2009
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    cumulant generating function
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    Edgeworth expansion
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    extreme value distribution
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    likelihood ratio test
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    normal approximation
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    ratio of maximized likelihoods (RML)
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    tail probability approximation
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