Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1068215
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions |
scientific article; zbMATH DE number 1068215 |
Statements
Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (English)
0 references
2 December 1998
0 references
Some results concerning the asymptotic behavior of the log-likelihood ratio (LLR) and also of certain other random variables closely associated with the likelihood ratio are presented. The author formulates conditions for stable convergence in distribution of the LLR for two sequences of probability measures to a mixture of infinitely divisible distributions with finite variance. Moreover, the notion of a locally asymptotically mixed infinitely divisible (LAMID) sequence of parametric families of probability measures is introduced. It is shown that under a certain kind of differentiability-type regularity condition a given sequence of families satisfies the LAMID condition.
0 references
log-likelihood ratio
0 references
locally asymptotically mixed normal
0 references
stable convergence
0 references
0.8009399771690369
0 references
