Chernoff index for Cox test of separate parametric families
From MaRDI portal
Publication:1747731
DOI10.1214/16-AOS1532zbMath1393.62009arXiv1606.08248OpenAlexW2964306076WikidataQ52629374 ScholiaQ52629374MaRDI QIDQ1747731
Jingchen Liu, Xiaoou Li, Zhiliang Ying
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.08248
model selectionasymptotic relative efficiencylarge deviationsvariable selectiongeneralized likelihood ratioCox testChernoff index
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) Asymptotic properties of parametric tests (62F05)
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