Practical use of modern likelihood asymptotics is still limited by the lack of flexible and easy to use computational tools. The aim of this contribution is to show that the implementation is not as hard as it might look at the first sight. We will illustrate this point by showing how higher-order asymptotics for heteroscedastic regression models may be easily implemented into S-PLUS
Advances in implementation of Higher-Order Asymptotics
BRAZZALE, ALESSANDRA ROSALBA
1999
Abstract
Practical use of modern likelihood asymptotics is still limited by the lack of flexible and easy to use computational tools. The aim of this contribution is to show that the implementation is not as hard as it might look at the first sight. We will illustrate this point by showing how higher-order asymptotics for heteroscedastic regression models may be easily implemented into S-PLUS
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