Standardized Log-Likelihood Ratio Statistics for Mixtures of Discrete and Continuous Observations
Jensen, J. L.
Ann. Statist., Tome 15 (1987) no. 1, p. 314-324 / Harvested from Project Euclid
When the $\log$-likelihood statistic is divided by its mean, or an approximation to its mean, the limiting chi-squared distribution is often correct to order $n^{-3/2}$. Similarly, when the signed version of the likelihood ratio statistic is standardized with respect to its mean and variance the normal approximation is correct to order $n^{-3/2}$. Proofs for these statements have been given in great generality in the literature for the case of continuous observations. In this paper we consider cases where the minimal sufficient statistic is partly discrete and partly continuous. In particular, we consider testing problems associated with censored exponential life times.
Publié le : 1987-03-14
Classification:  Censored life times,  conditional expansion,  transformed expansion,  62E20,  62F05
@article{1176350268,
     author = {Jensen, J. L.},
     title = {Standardized Log-Likelihood Ratio Statistics for Mixtures of Discrete and Continuous Observations},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 314-324},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350268}
}
Jensen, J. L. Standardized Log-Likelihood Ratio Statistics for Mixtures of Discrete and Continuous Observations. Ann. Statist., Tome 15 (1987) no. 1, pp.  314-324. http://gdmltest.u-ga.fr/item/1176350268/