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arxiv: 1411.0947 · v1 · pith:NYB2TIOLnew · submitted 2014-11-04 · 🧮 math.ST · stat.TH

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

classification 🧮 math.ST stat.TH
keywords asymptoticbehaviorlikelihooddependentdistributionjointratiosstochastically
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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.

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