Approximating the \(F\)-distribution via a general version of the modified signed log-likelihood ratio statistic

DOI10.1016/j.csda.2008.01.007zbMath1245.62009OpenAlexW2083131707MaRDI QIDQ1023736

Augustine C. M. Wong

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.01.007

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Small sample inference for the common coefficient of variation ⋮ A Likelihood-Based Approximation to the Cumulative Distribution Function of the NoncentraltDistribution

Cites Work

• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Approximations of marginal tail probabilities and inference for scalar parameters
• Saddlepoint approximations for estimating equations
• Modified signed log likelihood ratio
• Comparisons of Approximate Confidence Intervals for Distributions Used in Life-Data Analysis
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
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