SMALL SAMPLE INFERENCE IN LOCATION SCALE MODELS WITH STUDENT(λ) ERRORS

DOI10.1081/SAC-120004312zbMath1079.62503OpenAlexW1989023613MaRDI QIDQ4416941

Nathan Taback

Publication date: 5 August 2003

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

Full work available at URL: https://doi.org/10.1081/sac-120004312

zbMATH Keywords

Saddlepoint approximationStudent familyLikelihood asymptoticsLocation scale models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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