Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models

DOI10.1214/009053607000000307zbMath1126.62013arXiv0711.3598MaRDI QIDQ2466683

Thomas A. Severini, Heping He

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

zbMATH Keywords

Edgeworth expansion; sufficient statistic; Cramér-Edgeworth polynomial; higher-order normality

Mathematics Subject Classification ID

62F05: Asymptotic properties of parametric tests

62B05: Sufficient statistics and fields

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Cites Work

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• On Multivariate Edgeworth Expansions
• Note on the Consistency of the Maximum Likelihood Estimate
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