Behaviour of third order terms in quadratic approximations of LR- statistics in multivariate generalized linear models
The size of error is investigated when the log-likelihood of multivariate generalized linear models is approximated by a quadratic function. The nonquadratic tail is characterized by analyzing the cubic part of the log-likelihood. In a local analysis simple bounds for that part can be expressed in terms of expectations of the related random variables for arbitrary sample size N. Additionally global error bounds are given for the univariate case.
third derivative structure of an exponential family
log- likelihood of multivariate generalized linear models
scientific article; zbMATH DE number 3942785