On standardizing the signed root log likelihood ratio statistic

DOI10.1016/j.spl.2012.01.010zbMath1335.62089OpenAlexW2062480360MaRDI QIDQ434729

Augustine C. M. Wong, Lai Jiang

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.010

zbMATH Keywords

normalizing constantTaylor series expansion\(r^{\ast }\) formulaBartlett adjustment factorstandardized signed root log likelihood ratio statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Cites Work

• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Approximations of marginal tail probabilities and inference for scalar parameters
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• On a formula for the distribution of the maximum likelihood estimator
• Modified signed log likelihood ratio
• On parameter transformations and interval estimation
• Local sufficiency
• Similar tests and the standardized log likelihood ratio statistic
• Conditionality resolutions
• Properties of sufficiency and statistical tests
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