MULTIPARAMETER TESTING IN EXPONENTIAL MODELS - 3RD-ORDER APPROXIMATIONS FROM LIKELIHOOD

Authors
CHEAH PK FRASER DAS REID N
Citation
Pk. Cheah et al., MULTIPARAMETER TESTING IN EXPONENTIAL MODELS - 3RD-ORDER APPROXIMATIONS FROM LIKELIHOOD, Biometrika, 81(2), 1994, pp. 271-278
Citations number
19
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
Biometrika → ACNP
ISSN journal
00063444
Volume
81
Issue
2
Year of publication
1994
Pages
271 - 278
Database
ISI
SICI code
0006-3444(1994)81:2<271:MTIEM->2.0.ZU;2-Q
Abstract
For composite testing of several canonical components in an exponentia l model, a conical or directional test provides a one-dimensional meas ure of departure. We approximate the distribution of this test statist ic to third order by numerical inversion of a profile likelihood. The method extends the Lugannani & Rice type formula to kernels other than the normal.