Computation of distribution functions from likelihood information near observed data

DOI10.1016/j.jspi.2003.12.021zbMath1066.62021OpenAlexW2089904831MaRDI QIDQ2485979

Augustine C. M. Wong, Donald A. S. Fraser, David F. Andrews

Publication date: 5 August 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.021

zbMATH Keywords

Taylor seriesSaddlepoint approximationTangent exponential modelTangent location model

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

D. A. S. Fraser: From structural inference to asymptotics, Third-order likelihood-based inference for the log-normal regression model, Second order ancillary: a differential view from continuity, Accurate parametric inference for small samples, Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood, Is Bayes posterior just quick and dirty confidence?, The second order ancillary is rotation based, Likelihood inference in complex settings

Cites Work

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• Tail Probability Approximations