Computation of distribution functions from likelihood information near observed data

DOI10.1016/j.jspi.2003.12.021zbMath1066.62021MaRDI QIDQ2485979

Augustine C. M. Wong, Donald A. S. Fraser, David F. Andrews

Publication date: 5 August 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.021

zbMATH Keywords

Taylor series; Saddlepoint approximation; Tangent exponential model; Tangent location model

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62E20: Asymptotic distribution theory in statistics

62F99: Parametric inference

62E17: Approximations to statistical distributions (nonasymptotic)

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Cites Work

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• Tail Probability Approximations