Saddlepoint approximations for curved exponential families

Philip Hougaard

Statistics & Probability Letters, 1985, vol. 3, issue 3, 161-166

Abstract: An approximation of the density of the maximum likelihood estimator in curved exponential families is derived using a saddlepoint expansion. The approximation is particularly simple in nonlinear regression. An example is considered.

Keywords: curved; exponential; family; nonlinear; regression; saddlepoint; approximation (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (2)

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