The general asymptotio series developed by Box (1949) for the distributions of a large class of likelihood ratio criteria has been widely used to obtain good approximations to these distributions. A direct percentile approximation based upon this expansion, bearing a relationship to it similar to that of the Cornish-Fisher expansion to Edgeworth's series is given
Durbin (1980a) proposed a simple method for obtaining asymptotic expansions for the densities of suf...
In this thesis an algorithm for the noncentral linear density and cumulative distribution function o...
AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail pro...
An asymptotic expansion of the Student t distribution is derived by expanding the standardized Stude...
In this paper we review the main proposed approximations to percentiles of the noncentral t-distribu...
In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, an...
A general method of deriving asymptotic approximations to density and distribution functions is appl...
The method of estimating functions (Godambe, 1991) is commonly used when one desires to conduct infe...
This paper presents discussion of properties of asymptotic confidence intervals based on a normalizi...
A new method of approximating the probability density function (pdf’s) of econometric estimators and...
Asymptotic expansions with a term in n~t of the distributions of Pyke's modified one-sample Kol...
Cornish and Fisher were the firsts scholars who have analysed transformations of the random variable...
Accurate distributions of the estimator of the tetrachoric correlation coefficient and, more general...
Exact and approximate likelihood ratio tests are derived for certain structures in multi-variate nor...
We develop a new method to approximate the asymmetric multivariate probability density function (pdf...
Durbin (1980a) proposed a simple method for obtaining asymptotic expansions for the densities of suf...
In this thesis an algorithm for the noncentral linear density and cumulative distribution function o...
AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail pro...
An asymptotic expansion of the Student t distribution is derived by expanding the standardized Stude...
In this paper we review the main proposed approximations to percentiles of the noncentral t-distribu...
In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, an...
A general method of deriving asymptotic approximations to density and distribution functions is appl...
The method of estimating functions (Godambe, 1991) is commonly used when one desires to conduct infe...
This paper presents discussion of properties of asymptotic confidence intervals based on a normalizi...
A new method of approximating the probability density function (pdf’s) of econometric estimators and...
Asymptotic expansions with a term in n~t of the distributions of Pyke's modified one-sample Kol...
Cornish and Fisher were the firsts scholars who have analysed transformations of the random variable...
Accurate distributions of the estimator of the tetrachoric correlation coefficient and, more general...
Exact and approximate likelihood ratio tests are derived for certain structures in multi-variate nor...
We develop a new method to approximate the asymmetric multivariate probability density function (pdf...
Durbin (1980a) proposed a simple method for obtaining asymptotic expansions for the densities of suf...
In this thesis an algorithm for the noncentral linear density and cumulative distribution function o...
AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail pro...