Invariants and likelihood ratio statistics

DOI10.1214/aos/1176350167zbMath0615.62041OpenAlexW2071991001MaRDI QIDQ1820527

Peter McCullagh, David R. Cox

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176350167

zbMATH Keywords

invariantscumulantsasymptotic expansioncurvaturelikelihood ratio statisticreparameterizationBartlett adjustment factorlog-likelihood derivativestensor derivative

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99)

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