Modified Likelihood Root in High Dimensions
Published in JRSS-B, 2020
Recommended citation: Tang and Reid. (2020). " Modified Likelihood Root in High Dimensions." Journal of the Royal Statistical Society Series B: Statistical Methodology 82(5), 1349-1369 https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/rssb.12389
This paper is the behavour of the modified likelihood root in high dimensions. A related piece of work on the saddlepoint approximation and laplace approximation in high-dimension is given above.