On large deviations and choice of ancillary for p* and r*

Bernoulli

Volumn 4, Issue 1, 1998, Pages 35-63

  Barndorff Nielsen, Ole E ^a   Wood, Andrew T A ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF BATH   (United Kingdom)

Author keywords

conditional inference; Laplace's approximation; likelihood ancillary; relative error; saddlepoint approximation; tail area approximation

Indexed keywords

EID: 0002188275     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318531     Document Type: Article

References (28)

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