A note on the likelihood-ratio statistic under model misspecification

DOI10.2307/3315681zbMath0899.62036OpenAlexW2056276299MaRDI QIDQ4399506

Nancy Reid, K. Viraswami

Publication date: 15 November 1998

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

Full work available at URL: https://doi.org/10.2307/3315681

zbMATH Keywords

model misspecificationhigher-order asymptoticslikelihood-ratio statisticadjusted likelihood-ratio statistic

Mathematics Subject Classification ID

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

Related Items

Interview with Nancy Reid ⋮ A robust diagnostic plot for explanatory variables under model mis-specification ⋮ Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics ⋮ Parametric bootstrap under model mis-specification ⋮ Robust Poisson regression

Cites Work

• Unnamed Item
• A robust adjustment of the profile likelihood
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Higher‐order asymptotics under model misspecification