期刊
BIOMETRIKA
卷 97, 期 1, 页码 159-170出版社
OXFORD UNIV PRESS
DOI: 10.1093/biomet/asq001
关键词
Approximate pivot; Fraser information; Kullback-Leibler distance; p* approximation; Tangent exponential model
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.
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