SUMMARY For a variable and parameter of the same dimension, the tangent exponential model (Fraser, 1988) approximates an asymptotic model to third order in a rst derivative neighbourhood of the data point and to second order otherwise. For the more usual case of a variable of larger dimension than the parameter, we obtain a unique expression for the third order ancillary distribution as projected to the observed maximum likelihood surface, obtain the tangent directions for a second orderâ€¦Â CONTINUE READING