A large deviation result for the likelihood ratio statistic in exponential families

DOI10.1214/aos/1176346807zbMath0551.62017OpenAlexW2017039965MaRDI QIDQ801418

Stavros Kourouklis

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346807

zbMATH Keywords

tail probabilityexponential familiespolytopesnatural parameterconvex compact setslog likelihood ratio statisticuniform large deviation result

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Large deviations (60F10) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Polytopes and polyhedra (52Bxx)

Related Items (1)

Hodges-Lehmann optimality of tests

This page was built for publication: A large deviation result for the likelihood ratio statistic in exponential families