Invariants and Likelihood Ratio Statistics
McCullagh, P. ; Cox, D. R.
Ann. Statist., Tome 14 (1986) no. 2, p. 1419-1430 / Harvested from Project Euclid
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Because the likelihood ratio statistic is invariant under reparameterization, it is possible to make a large-sample expansion of the statistic itself and of its expectation in terms of invariants. In particular, the Bartlett adjustment factor can be expressed in terms of invariant combinations of cumulants of the first two log-likelihood derivatives. Such expansions are given, first for a scalar parameter and then for vector parameters. Geometrical interpretation is given where possible and some special cases discussed.
Publié le : 1986-12-14
Classification:  Asymptotic expansion,  Bartlett factor,  cumulant tensor,  curvature,  geometry,  intrinsic,  invariant,  likelihood ratio statistic,  tensor derivative,  62F99,  62E20 
@article{1176350167,
     author = {McCullagh, P. and Cox, D. R.},
     title = {Invariants and Likelihood Ratio Statistics},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1419-1430},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350167}
}

McCullagh, P.; Cox, D. R. Invariants and Likelihood Ratio Statistics. Ann. Statist., Tome 14 (1986) no. 2, pp.  1419-1430. http://gdmltest.u-ga.fr/item/1176350167/