Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios
classification
🧮 math.ST
stat.TH
keywords
asymptoticbehaviorlikelihooddependentdistributionjointratiosstochastically
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.