scientific article; zbMATH DE number 4192866

MaRDI QIDQ3210703zbMATH OpenFDO

Authors D. A. S. Fraser

Publication date 1989

zbMATH Keywords

approximate conditional distributionBarndorff-Nielsen's formulaexponential modelsLaplace's method of integrationlikelihood functionsmaximum-likelihood estimatenormed likelihood with constant-information metricsaddlepoint approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Cited in

(4)

• Normed likelihood as saddlepoint approximation
• An extended empirical saddlepoint approximation for intractable likelihoods
• Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
• Further remarks on asymptotic normality of likelihood and conditional analyses

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