Saddlepoint approximations for curved exponential families (Q1062698)
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scientific article; zbMATH DE number 3915403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for curved exponential families |
scientific article; zbMATH DE number 3915403 |
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Saddlepoint approximations for curved exponential families (English)
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1985
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An approximation of the density of the maximum likelihood estimator in curved exponential families is derived using a saddlepoint expansion. The approximation is particularly simple in nonlinear regression. An example is considered.
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approximation
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maximum likelihood estimator
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curved exponential families
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saddlepoint expansion
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nonlinear regression
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