Geometric Understanding of Likelihood Ratio Statistics

DOI10.2307/2669467MaRDI QIDQ4541312zbMATH OpenOpenAlexFDO

Authors Hui-Nien Hung, Wing H. Wong, Jianqing Fan

Publication date 30 July 2002

Full work available at URL https://escholarship.org/uc/item/3rk4q8hv

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• Geometry of the log-likelihood ratio statistic in misspecified models
• On the Asymptotic Distribution of the Likelihood Ratio Statistic
• The Expectation of the Likelihood Ratio Criterion
• Bounds for the asymptotic distribution of the likelihood ratio
• The asymptotic distribution of the likelihood ratio in the regular case

Cited in

(5)

• Algebra, geometry and topology of ERK kinetics
• On the Asymptotic Distribution of the Likelihood Ratio Statistic
• Statistical inference for varying-coefficient models with error-prone covariates
• Geometry of the log-likelihood ratio statistic in misspecified models
• Identification and inference in first-price auctions with risk-averse bidders and selective entry

This page was built for publication: Geometric Understanding of Likelihood Ratio Statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4541312)