On the use of saddlepoint approximations in high dimensional inference

DOI10.1007/s13171-019-00188-xzbMath1465.62046OpenAlexW3008091597MaRDI QIDQ2023843

Jens Ledet Jensen

Publication date: 3 May 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1082/

zbMATH Keywords

likelihood ratio testpowerconditional testhigher-order asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Directional testing for high dimensional multivariate normal distributions

Uses Software

• R
• MASS (R)

Cites Work

• Statistical Analysis of Financial Data in S-Plus
• Saddlepoint approximations for P-values of some tests of covariance matrices
• A Note on Determining thep-Value of Bartlett's Test of Homogeneity of Variances
• Accurate Directional Inference for Vector Parameters in Linear Exponential Families
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