Higher-Order Asymptotic Normality of Approximations to the Modified Signed Likelihood Ratio Statistic for Regular Models
Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order n⁻¹, where n is the sample size. Proofs of this fact generally require that the sufficient statistic of the model be written as ($\hat{\theta}$, a), where $\hat{\theta}$ is the max...
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 35(2007), 5, Seite 2054-2074 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2007
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Edgeworth expansion theory Modified signed likelihood ratio statistic Higher-order normality Sufficient statistic Cramér-Edgeworth polynomial Mathematics Behavioral sciences |
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