We consider inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher-order asymptotic theory for likelihood, we propose a directional test whose <italic>p</italic>-value is computed using one-dimensional...

A tolerance region is a map from the sample space of one statistical model to the event space of a second statistical model having the same parameter. This paper derives an optimum [beta]-expectation tolerance region for the multivariate regression model. A measure of power is proposed and...

Higher-order approximations to p-values can be obtained from the loglikelihood function and a reparameterization that can be viewed as a canonical parameter in an exponential family approximation to the model. This approach clarifies the connection between Skovgaard (1996) and Fraser et al....

Barndorff-Nielsen's formula (normed likelihood with constant-information metric) has been proffered as an approximate conditional distribution for the maximum-likelihood estimate, based on likelihood functions. Asymptotic justifications are available and the formula coincides with the...