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

DOI10.1214/aos/1176346807zbMath0551.62017MaRDI QIDQ801418

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

zbMATH Keywords

tail probability; exponential families; polytopes; natural parameter; convex compact sets; log likelihood ratio statistic; uniform large deviation result

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

60F10: Large deviations

52A20: Convex sets in (n) dimensions (including convex hypersurfaces)

52Bxx: Polytopes and polyhedra

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