Asymptotic distribution of the likelihood function in the independent not identically distributed case

DOI10.1214/aos/1176342411zbMath0258.62011OpenAlexW2085225457MaRDI QIDQ2559881

Andreas N. Philippou, George G. Roussas

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342411

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

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Most powerful test sequences with early stopping options ⋮ On local asymptotic normality for functional autoregressive processes ⋮ Local asymptotic normality of Hilbertian autoregressive processes ⋮ Asymptotic properties of maximum likelihood estimators with sample size recalculation ⋮ On the weak convergence of likelihood ratio processes of general statistical parametric models ⋮ Local asymptotic normality for progressively censored likelihood ratio statistics and applications ⋮ An alternative derivation of aligned rank tests for regression ⋮ The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case ⋮ Asymptotic distribution of the log-likelihood function for stochastic processes ⋮ Asymptotically similar criteria ⋮ The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

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