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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
1999
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Online Access: | http://ndltd.ncl.edu.tw/handle/70132076600164983716 |