Saddlepoint approximation in exponential models with boundary points

DOI10.3150/bj/1151525132zbMath1100.62016OpenAlexW2064713718MaRDI QIDQ850757

Joan del Castillo, Anna López-Ratera

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1151525132

zbMATH Keywords

exponential familieslikelihood ratio testreliability theorysurvival analysis modelshigher-order asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Reliability and life testing (62N05)

Related Items (3)

Improved inference for a boundary parameter ⋮ Accurate parametric inference for small samples ⋮ Some challenges for statistics

Cites Work

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• Series approximation methods in statistics
• On the asymptotics of constrained \(M\)-estimation
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• The modified signed likelihood statistic and saddlepoint approximations
• Invariant Exponential Models Applied to Reliability Theory and Survival Analysis
• The Best Test of Exponentiality against Singly Truncated Normal Alternatives
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Saddlepoint Approximations in Statistics

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