Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
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Publication:2466683
DOI10.1214/009053607000000307zbMath1126.62013arXiv0711.3598OpenAlexW2068150571MaRDI QIDQ2466683
Publication date: 16 January 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.3598
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Cites Work
- On large deviations and choice of ancillary for \(p^*\) and \(r^*\)
- An explicit large-deviation approximation to one-parameter tests.
- Likelihood Asymptotics
- Modified signed log likelihood ratio
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- On Multivariate Edgeworth Expansions
- Note on the Consistency of the Maximum Likelihood Estimate
- Series approximation methods in statistics.
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