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- W2137081100 abstract "Barndorff-Nielsen introduced a variable U in the adjusted saddlepoint approximation Φ(R) + φ(R)(R −1 − U −1) to reduce the order of error in the standard normal approximation to the distribution of the log-likelihood ratio statistic R. DiCiccio and Martin (1993 DiCiccio , T. J. , Martin , M. A. ( 1993 ). Simple modifications for signed roots of likelihood ratio statistics . J. Roy Statist. Soc. B 55 ( 1 ): 305 – 316 . [Google Scholar]) proposed a modification, which avoids the practical difficulties of finding an exact or approximate ancillary A in calculating Barndorff-Nielsen's variable U. We repair the numerical difficulties in applying their modification, when the ordinate at which the approximation is evaluated is near the conditional mean of the approximated distribution. Some special cases and examples are discussed." @default.
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- W2137081100 date "2008-01-07" @default.
- W2137081100 modified "2023-09-23" @default.
- W2137081100 title "Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean" @default.
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- W2137081100 doi "https://doi.org/10.1080/03610920701390218" @default.
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