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Saddlepoint approximations for curved exponential families. (English) Zbl 0573.62016
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.

MSC:
62E20 Asymptotic distribution theory in statistics
62F12 Asymptotic properties of parametric estimators
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