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