Normed likelihood as saddlepoint approximation

DOI10.1016/0047-259X(88)90124-8zbMath0649.62016OpenAlexW2066869993MaRDI QIDQ1105935

Donald A. S. Fraser

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90124-8

zbMATH Keywords

saddlepoint approximationconditional inferencelikelihood functionsexponential modelsBarndorff-Nielsen's formulaapproximate conditional distributionLaplace's method of integrationmaximum-likelihood estimatenormed likelihoodnormed likelihood with constant-information metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites Work

• Likelihood and observed geometries
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• On a formula for the distribution of the maximum likelihood estimator
• Local sufficiency
• On conditional inference for a real parameter: A differential approach on the sample space
• On comparing two methods for approximate conditional inference
• The Multivariate Saddlepoint Method and Chi-Squared for the Multinomial Distribution
• Saddlepoint Approximations in Statistics
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