Jurecková, Jana; Sabolová, Radka - In: Statistics & Probability Letters 81 (2011) 8, pp. 1311-1318
To derive the exact density of a statistic, which can be intractable, is sometimes a difficult problem. The exact densities of estimates of the shift or regression parameters can be derived with the aid of score functions. Moreover, extremely accurate approximations can be obtained by the small...