A large deviation result for the likelihood ratio statistic in exponential families

DOI10.1214/AOS/1176346807zbMATH Open0551.62017OpenAlexW2017039965MaRDI QIDQ801418FDOQ801418

Authors: Stavros Kourouklis 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346807

Recommendations

• A large deviation theorem for the \(q\)-sample likelihood ratio statistic
• On the Probabilities of Large Deviations of Chi-square and Log-likelihood Ratio Statistics
• scientific article; zbMATH DE number 3996859
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Conditional large deviations for density case

zbMATH Keywords

tail probabilityexponential familiespolytopesnatural parameterconvex compact setslog likelihood ratio statisticuniform large deviation result

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Polytopes and polyhedra (52Bxx) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20)

Cited In (5)

• On the Probabilities of Large Deviations of Chi-square and Log-likelihood Ratio Statistics
• Hodges-Lehmann optimality of tests
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: A large deviation result for the likelihood ratio statistic in exponential families

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q801418)