On standardizing the signed root log likelihood ratio statistic

DOI10.1016/J.SPL.2012.01.010MaRDI QIDQ434729zbMATHOpenAlexFDO

Authors Augustine Wong, L. Jiang

Publication date 16 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.01.010

zbMATH Keywords

normalizing constantTaylor series expansion\(r^{\ast }\) formulaBartlett adjustment factorstandardized signed root log likelihood ratio statistic

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Approximations of marginal tail probabilities and inference for scalar parameters
• Conditionality resolutions
• Exponential models: approximations for probabilities
• Local sufficiency
• Modified signed log likelihood ratio
• On a formula for the distribution of the maximum likelihood estimator
• On parameter transformations and interval estimation
• Properties of sufficiency and statistical tests
• Similar tests and the standardized log likelihood ratio statistic
• The likelihood ratio criterion and the asymptotic expansion of its distribution

Cited in

(5)

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• The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
• Likelihood computations without Bartlett identities
• Posterior simulation via the signed root log-likelihood ratio

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