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Siberian Mathematical Journal

, Volume 18, Issue 5, pp 829–835 | Cite as

Speed of convergence of the distribution of the likelihood ratio statistic

  • A. I. Sakhanenko
  • V. E. Mosyagin
Article
  • 55 Downloads

Keywords

Likelihood Ratio Ratio Statistic Likelihood Ratio Statistic 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Literature Cited

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    S. S. Wilks, “The large-sample distribution of the likelihood ratio for testing composite hypotheses,” Ann. Math. Statistics,9, No. 1, 60–62 (1938).Google Scholar
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    A. A. Borovkov, “Asymptotically optimal tests for testing composite hypotheses,” Teor. Veroyatn. Ee Primen.,20, No. 3, 463–487 (1975).Google Scholar
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    J. Pfanzagl, “The accuracy of normal approximation for estimates of vector parameters,” Z. Wahrscheinlichkeitstheorie Verw. Geb.,25, No. 3, 171–198 (1973).Google Scholar
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    V. V. Yurinskii, “Smoothing inequality for estimates of Levi-Prokhorov distance,” Teor. Veroyatn. Ee Primen.,20, No. 1, 3–12 (1975).Google Scholar
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    Bahr B. Von and G. G. Esseen, “Inequalities for the r-th absolute moment of a sum of random variables, 1≤r≤2,” Ann. Math. Statistics,36, No. 1, 299–303 (1965).Google Scholar
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    D. R. Brillinger, “A note on the rate of convergence of a mean,” Biometrika,49, Nos. 3, 4, 574–576 (1962).Google Scholar

Copyright information

© Plenum Publishing Corporation 1978

Authors and Affiliations

  • A. I. Sakhanenko
  • V. E. Mosyagin

There are no affiliations available

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