Multiparameter testing in exponential models: Third order approximations from likelihood

DOI10.1093/biomet/81.2.271zbMath0807.62017OpenAlexW1986201715MaRDI QIDQ4319905

Nancy Reid, P. K. Cheah, Donald A. S. Fraser

Publication date: 1 March 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/81.2.271

zbMATH Keywords

saddlepoint approximationtail probabilityasymptotic expansionexponential familyconditional inferenceconditional likelihoodexponential modelcanonical componentsLugannani and Rice approximationapproximate distributionmeasure of departuredirectional testcomposite testingnumerical inversion of a profile likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

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