Higher-order asymptotic corrections and their application to the Gamma Variance Model

Abstract We present improved methods for calculating confidence intervals and p values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can incorporate uncertainties in parameters that themselve...

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Bibliographic Details
Main Authors: Enzo Canonero, Alessandra Rosalba Brazzale, Glen Cowan
Format: Article
Language:English
Published: SpringerOpen 2023-12-01
Series:European Physical Journal C: Particles and Fields
Online Access:https://doi.org/10.1140/epjc/s10052-023-12263-7