The Annals of Statistics
- Ann. Statist.
- Volume 14, Number 1 (1986), 326-335.
Behaviour of Third Order Terms in Quadratic Approximations of LR-Statistics in Multivariate Generalized Linear Models
Abstract
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.
Article information
Source
Ann. Statist. Volume 14, Number 1 (1986), 326-335.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
http://projecteuclid.org/euclid.aos/1176349859
Digital Object Identifier
doi:10.1214/aos/1176349859
Mathematical Reviews number (MathSciNet)
MR829572
Zentralblatt MATH identifier
0587.62100
JSTOR
links.jstor.org
Subjects
Primary: 62E10: Characterization and structure theory
Secondary: 62F04 62F07: Ranking and selection 62J02: General nonlinear regression
Keywords
Exponential families third moments generalized linear models LR-statistic quadratic approximation error variable selection
Citation
Kredler, Christian. Behaviour of Third Order Terms in Quadratic Approximations of LR-Statistics in Multivariate Generalized Linear Models. Ann. Statist. 14 (1986), no. 1, 326--335. doi:10.1214/aos/1176349859. http://projecteuclid.org/euclid.aos/1176349859.
