New derivations of the maximum likelihood estimator and the likelihood ratio test

DOI10.1080/03610928708829435zbMath0627.62029OpenAlexW2081972191MaRDI QIDQ3763398

Andrey Feuerverger

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829435

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatorGauss-Markov theoremoptimization problemNeyman-Pearson lemmalarge deviation probabilitiesBahadur slopeChernoff indexasymptotic optimality criteria

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (1)

An asymptotic neyman-pearson type result under symmetry constraints

Cites Work

• Approximation Theorems of Mathematical Statistics
• An Optimum Property of Regular Maximum Likelihood Estimation
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