Tail probabilities from observed likelihoods
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Publication:3034680
DOI10.1093/biomet/77.1.65zbMath0692.62032OpenAlexW2068236452MaRDI QIDQ3034680
Publication date: 1990
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/06e0b907c6074476527cf6a1b9069cc873a9bb37
saddlepoint approximationcontinuous modelsgeneral tail probability approximationk-parametric exponential familyobserved likelihood functionparametrization invariantsample space derivativetangent exponential models
Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99) Order statistics; empirical distribution functions (62G30) Statistical distribution theory (62E99)
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