A Simple Derivation of r* for Curved Exponential Families

DOI10.1111/1467-9469.T01-1-00047MaRDI QIDQ4221802zbMATH OpenOpenAlexFDO

Authors Jens Ledet Jensen

Publication date 31 October 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.t01-1-00047

zbMATH Keywords

ancillary statisticsAR(1)-processescurved exponential familiesforensic identificationnuisance parameterssaddlepoint approximation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(9)

• On large deviations and choice of ancillary for \(p^*\) and \(r^*\)
• Bartlett identities and large deviations in likelihood theory
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• Cumulants and Bartlett Identities in Cox Regression
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• Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic
• The mean radius of curvature of an exponential family

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