Saddlepoint approximations for curved exponential families

DOI10.1016/0167-7152(85)90055-0zbMath0573.62016OpenAlexW2044150864MaRDI QIDQ1062698

Philip Hougaard

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90055-0

zbMATH Keywords

approximationmaximum likelihood estimatornonlinear regressioncurved exponential familiessaddlepoint expansion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (10)

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Nonlinear regression and curved exponential families. Improvement of the approximation to the asymptotic distribution ⋮ Almost exact distributions of estimators I-low dimensional nonlinear regression ⋮ Almost exact distributions of estimators ii- hat nonlinear regression models ⋮ On information matrices in nonlinear experimental design ⋮ Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach) ⋮ Distribution of the multivariate nonlinear LS estimator under an uncertain input ⋮ Nonlinear experimental design based on the distribution of estimators ⋮ Unnamed Item ⋮ The density of the parameter estimators when the observations are distributed exponentially

Cites Work

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• Small sample asymptotic expansions for multivariate M-estimates
• Parameter transformations for improved approximate confidence regions in nonlinear least squares
• Saddlepoint approximations for estimating equations
• Conditionality resolutions

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