General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses

DOI10.1080/03610910801943792zbMath1160.62014MaRDI QIDQ3625312

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Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910801943792

zbMATH Keywords

likelihood ratio test; extreme value distribution; normal approximation; Edgeworth expansion; cumulant generating function; tail probability approximation; ratio of maximized likelihoods (RML)

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62E17: Approximations to statistical distributions (nonasymptotic)

62F05: Asymptotic properties of parametric tests

Related Items

Testing Normality Against the Logistic Distribution Using Saddlepoint Approximation

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