The asymptotic distribution of the likelihood ratio when the model is incorrect

DOI10.2307/3315052zbMath0398.62015OpenAlexW2106017882MaRDI QIDQ4181790

R. C. Srivastava, Robert V. Foutz

Publication date: 1978

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315052

zbMATH Keywords

Asymptotic DistributionLikelihood RatioIncorrect Model

Mathematics Subject Classification ID

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

Cites Work

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• The performance of the likelihood ratio test when the model is incorrect
• On the measurability and consistency of minimum contrast estimates
• Consistency and Asymptotic Normality of MLE's for Exponential Models
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Note on the Consistency of the Maximum Likelihood Estimate
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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