A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument

DOI10.1214/AOS/1176347740zbMATH Open0727.62035OpenAlexW2045187229MaRDI QIDQ803686FDOQ803686

Authors: P. J. Bickel, Jayanta K. Ghosh 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347740

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zbMATH Keywords

Bartlett correctionBernstein-von Mises theoremhigh order asymptotic expansionlikelihood ratio test statisticmultidimensional Edgeworth expansionsmultidimensional posterior distributionsigned log likelihood ratio statistic

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
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• Probability matching priors for predicting unobservable random effects with application to ANOVA models.
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• Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power
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• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments
• A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
• Recent developments in bootstrap methodology

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