Stat 582

References for Barndorff-Nielsen's formula

Papers

Reid, N. (1988): Saddlepoint methods and statistical inference (with discussion). Stat. Sci. 3: 213-238

Reid, N. (1995): The roles of conditioning in inference. Stat. Sci. 10: 138-157.

History

Barndorff-Nielsen, O. E. (1980): Conditionality resolutions. Biometrika 70: 293-310.

Barndorff-Nielsen, O. E. (1983): On a formula for the distribution of the maximum likelihood estimator. Biometrika 70: 343-365.

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