Behaviour of Third Order Terms in Quadratic Approximations of LR-Statistics in Multivariate Generalized Linear Models
| Autor: | Christian Kredler |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 1986 |
| Předmět: |
Statistics and Probability
Generalized linear model Multivariate statistics 62E10 quadratic approximation error Linear model Univariate Quadratic function generalized linear models Exponential family Quadratic equation Statistics 62F07 62J02 Statistics Probability and Uncertainty 62F04 Random variable third moments LR-statistic Mathematics Exponential families variable selection |
| Zdroj: | Ann. Statist. 14, no. 1 (1986), 326-335 |
| Popis: | The size of error is investigated when the log-likelihood of multivariate generalized linear models is approximated by a quadratic function. The nonquadratic tail is characterized by analyzing the cubic part of the log-likelihood. In a local analysis simple bounds for that part can be expressed in terms of expectations of the related random variables for arbitrary sample size $N$. Additionally global error bounds are given for the univariate case. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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