Bounds for the asymptotic distribution of the likelihood ratio
In this paper, we give an explicit bound on the distance to chi-square for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge, this is the first explicit bound which is available in the literature. The bound depe...
| Main Authors: | , |
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| פורמט: | Journal article |
| שפה: | English |
| יצא לאור: |
Institute of Mathematical Statistics
2020
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