On standardizing the signed root log likelihood ratio statistic

DOI10.1016/J.SPL.2012.01.010zbMATH Open1335.62089OpenAlexW2062480360MaRDI QIDQ434729FDOQ434729

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

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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)

Cites Work

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• The likelihood ratio criterion and the asymptotic expansion of its distribution
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• Approximations of marginal tail probabilities and inference for scalar parameters
• Exponential models: approximations for probabilities
• On parameter transformations and interval estimation
• Similar tests and the standardized log likelihood ratio statistic
• Conditionality resolutions
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Cited In (5)

• Title not available (Why is that?)
• Likelihood computations without Bartlett identities
• The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
• Title not available (Why is that?)
• Posterior simulation via the signed root log-likelihood ratio

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