Behavior of Log-likelihood Ratio Statistics in Non-smooth Models

碩士 === 國立交通大學 === 統計所 === 87 === It is well-known that twice a log-likelihood ratio statistic follows asymptotically a chisquare-distribution. The result is usually understood and proved via Taylor's expansions of likelihood functions and by assuming...

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Bibliographic Details
Main Authors: Shu-Fen Lee, 李淑芬
Other Authors: H. N. Hung
Format: Others
Language:en_US
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/70132076600164983716