Ancillaries and Third Order Signiicance

  title={Ancillaries and Third Order Signiicance},
  author={Donald A. S. Fraser and N. Reid},
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 order… CONTINUE READING
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