We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be ...

Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

We consider the problem of detecting a 'bump' in the intensity of a Poisson process or in a density. We analyze two types of likelihood ratio-based statistics, which allow for exact finite sample ...