This paper derives exact expressions for statistical curvature and related geometric quantities in the first order autoregressive models with stable and unit roots, as well as explosive roots larger than unity. We develop a method for deriving exact moments of arbitrary order in general...

This manuscript considers inference on a single parameter in a multivariate canonical exponential family, where the effect of nuisance parameters on the p-value is mitigated by conditioning on the event that the sufficient statistics associated with the nuisance parameters lie in a neighborhood...

Saddlepoint methods present a convenient way to approximate probabilities associated with canonical sufficient statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood estimators for the associated parameters. When the...