Geometry of the log-likelihood ratio statistic in misspecified models
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Publication:630939
DOI10.1016/j.jspi.2010.12.019zbMath1419.62058MaRDI QIDQ630939
Nicholas M. Kiefer, Hwan-sik Choi
Publication date: 22 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://cae.economics.cornell.edu/09-08.pdf
differential geometry; log-likelihood ratio; asymptotic mean; exponential curvature; non-nested hypothesis; preferred point geometry
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62F99: Parametric inference
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