Multiparameter Testing in Exponential Models: Third Order Approximations from Likelihood
指数模型的多参数检验:基于似然的三阶近似
For composite testing of several canonical components in an exponential model, a conical or directional test provides a one-dimensional measure of departure. We approximate the distribution of this test statistic to third order by numerical inversion of a profile likelihood. The method extends the Lugannani & Rice type formula to kernels other than the normal.