A modified likelihood ratio statistic for some nonregular models

DOI10.1093/BIOMET/91.3.603MaRDI QIDQ3429965zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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

Cited in

(7)

• scientific article; zbMATH DE number 926577 (Why is no real title available?)
• Likelihood asymptotics
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• A class of modified Pearson and Neyman statistics
• Geometry of the log-likelihood ratio statistic in misspecified models
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• Hypothesis testing near singularities and boundaries

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