Converting observed likelihood functions to tail probabilities

DOI10.1016/0167-9473(91)90016-UzbMath0900.62085OpenAlexW1972792261MaRDI QIDQ2365196

Nancy Reid, Donald A. S. Fraser

Publication date: 22 January 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90016-u

zbMATH Keywords

chi-square approximationexponential linear modelsLugannani and Rice tail probability formula

Mathematics Subject Classification ID

Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• Normed likelihood as saddlepoint approximation
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Tail probabilities from observed likelihoods
• Approximations of marginal tail probabilities and inference for scalar parameters
• Nonnormal linear regression; An example of significance levels in high dimensions
• Saddle point approximation for the distribution of the sum of independent random variables
• Tail Probability Approximations
• Saddlepoint Approximations in Statistics

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