Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
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Publication:1098507
DOI10.1214/aos/1176350710zbMath0637.62026OpenAlexW2076313409MaRDI QIDQ1098507
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350710
central limit theoremmaximum likelihood estimatorlikelihood ratio test statisticsimple hypothesischi-square approximationregular exponential familynormal approximation results
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
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