arXiv Open Access 2014

Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios

Emanuele Dolera Andrea Bulgarelli

Lihat Sumber

Abstrak

This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios which turn out to be stochastically dependent.

Topik & Kata Kunci

math.ST

Penulis (2)

Emanuele Dolera

Andrea Bulgarelli

Format Sitasi

APA MLA BibTeX

Dolera, E., Bulgarelli, A. (2014). Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios. https://arxiv.org/abs/1411.0947

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2014
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓