Behaviour of third order terms in quadratic approximations of LR- statistics in multivariate generalized linear models

DOI10.1214/AOS/1176349859zbMath0587.62100OpenAlexW1965903691MaRDI QIDQ1072309

Christian Kredler

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349859

zbMATH Keywords

variable selectionglobal error boundslog- likelihood of multivariate generalized linear modelsquadratic approximation errorsize of errorthird derivative structure of an exponential familythird moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Characterization and structure theory of statistical distributions (62E10)

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