On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I

DOI10.1137/1129059zbMath0587.62044OpenAlexW2088011226MaRDI QIDQ3713334

D. M. Chibisov, Willem R. Van Zwet

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129059

zbMATH Keywords

sufficient conditionslog-likelihoodEdgeworth expansionlogarithm of the likelihood ratio

Mathematics Subject Classification ID

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

Related Items (4)

An expansion for the maximum likelihood estimator of location and its distribution function ⋮ Optimizing Lengths of Confidence Intervals: Fourth-Order Efficiency in Location Models ⋮ Willem van Zwet's research ⋮ Deficiencies of combined \(L\)-tests

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