Mean loglikelihood and higher-order approximations

• 成果类型: Article
• 署名作者: Reid, N.; Fraser, D. A. S.
• 署名单位: University of Toronto
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asq001
• 发表日期: 2010
• 页码: 159170
• 关键词: likelihood ratio; tail probabilities; inference; models; asymptotics

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.