Speed of convergence of the distribution of the likelihood ratio statistic

DOI10.1007/BF00967019zbMath0411.62011MaRDI QIDQ1259383

Vyacheslav Evgen'evich Mosyagin, Aleksandr Ivanovich Sakhanenko

Publication date: 1978

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

rate of convergencedistribution of likelihood ratio statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05)

Cites Work

• A note on the rate of convergence of a mean
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• The accuracy of the normal approximation for estimates of vector parameters
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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