Saddlepoint approximations for curved exponential families (Q1062698)

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Saddlepoint approximations for curved exponential families
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    Saddlepoint approximations for curved exponential families (English)
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    1985
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    An approximation of the density of the maximum likelihood estimator in curved exponential families is derived using a saddlepoint expansion. The approximation is particularly simple in nonlinear regression. An example is considered.
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    approximation
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    maximum likelihood estimator
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    curved exponential families
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    saddlepoint expansion
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    nonlinear regression
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