期刊
ANNALS OF STATISTICS
卷 35, 期 5, 页码 2054-2074出版社
INST MATHEMATICAL STATISTICS
DOI: 10.1214/009053607000000307
关键词
edgeworth expansion theory; modified signed likelihood ratio statistic; higher-order normality; sufficient statistic; Cramer-Edgeworth polynomial
Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order n(-1), where n is the sample size. Proofs of this fact generally require that the sufficient statistic of the model be written as ((theta) over cap, a), where theta is the maximum likelihood estimator of the parameter theta of the model and a is an ancillary statistic. This condition is very difficult or impossible to verify for many models. However, calculation of the statistics themselves does not require this condition. The goal of this paper is to provide conditions under which these statistics are asymptotically normally distributed to order n(-1) without making any assumption about the sufficient statistic of the model.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据