A modified likelihood ratio statistic for some nonregular models

DOI10.1093/BIOMET/91.3.603zbMATH Open1108.62015OpenAlexW2168459197MaRDI QIDQ3429965FDOQ3429965

Authors: Thomas Severini 

Publication date: 20 March 2007

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/91.3.603

Recommendations

• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
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• Adjustments for a class of tests under nonstandard conditions
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions

zbMATH Keywords

Maximum likelihoodHigher-order asymptotic theoryLikelihood ratio approximationUnknown endpoint

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Title not available (Why is that?)
• Likelihood asymptotics
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• A class of modified Pearson and Neyman statistics
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• Geometry of the log-likelihood ratio statistic in misspecified models

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