Multiparameter Testing in Exponential Models: Third Order Approximations from Likelihood
针对指数模型中多个规范成分的复合检验，用锥形或方向检验提供一维偏离度量，并通过数值反演剖面似然将分布近似到第三阶，扩展了Lugannani-Rice公式到非正态核。
For composite testing of several canonical components in an exponential model, a conical or directional test provides a one-dimensional measure of departure. We approximate the distribution of this test statistic to third order by numerical inversion of a profile likelihood. The method extends the Lugannani & Rice type formula to kernels other than the normal.