Premium
Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
Author(s) -
Reid N.
Publication year - 1996
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315622
Subject(s) - inference , mathematics , bibliography , order (exchange) , statistical inference , asymptotic analysis , computer science , calculus (dental) , function (biology) , mathematical economics , econometrics , statistics , artificial intelligence , economics , library science , medicine , dentistry , finance , evolutionary biology , biology
Recent developments in higher‐order asymptotic theory for statistical inference have emphasized the fundamental role of the likelihood function in providing accurate approximations to cumulative distribution functions. This paper summarizes the main results, with an emphasis on classes of problems for which relatively easily implemented solutions exist. A survey of the literature indicates the large number of problems solved and solvable by this method. Generalizations and extensions, with suggestions for further development, are considered.