Mean loglikelihood and higher-order approximations

被引：18
|
作者：
Reid, N. [1 ]
Fraser, D. A. S. [1 ]
机构：
[1] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada
来源：
BIOMETRIKA | 2010年 / 97卷 / 01期
关键词：
Approximate pivot; Fraser information; Kullback-Leibler distance; p* approximation; Tangent exponential model; LIKELIHOOD RATIO; TAIL PROBABILITIES; INFERENCE; MODELS; ASYMPTOTICS;
D O I：
10.1093/biomet/asq001
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
Higher-order approximations to p-values can be obtained from the loglikelihood function and a reparameterization that can be viewed as a canonical parameter in an exponential family approximation to the model. This approach clarifies the connection between Skovgaard (1996) and Fraser et al. (1999a), and shows that the Skovgaard approximation can be obtained directly using the mean loglikelihood function.
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页码：159 / 170
页数：12
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