Results 261 to 270 of about 3,536,755 (285)
Some of the next articles are maybe not open access.
On the Asymptotic Distribution of the Likelihood Ratio Statistic
Communications in Statistics - Theory and Methods, 2007Likelihood ratio tests are among the most frequently used in practical statistics. Important references on this subject include Wilks (1962), Rao (1965, pp. 347–352), and Agresti (1990, pp. 434–435). We give proofs of some well-known results on the limiting distribution of D = −2log(λ), where λ is the likelihood ratio, under certain clearly-stated ...
openaire +1 more source
A note on the likelihood‐ratio statistic under model misspecification
Canadian Journal of Statistics, 1998AbstractFollowing Viraswami and Reid (1996), higher‐order results under model misspecification are obtained for the likelihood‐ratio statistic and the adjusted likelihood‐ratio statistic, for the case of a scalar parameter. An improved version of the adjusted likelihood‐ratio statistic is suggested.
Viraswami, K., Reid, N.
openaire +1 more source
An empirical adjustment to the likelihood ratio statistic
Biometrika, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Multivariate likelihood ratio ordering of conditional order statistics
Journal of Systems Science and Complexity, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yashi Wang, Peng Zhao 0012
openaire +1 more source
The signed likelihood ratio statistic
2000The signed likelihood ratio statistic Consider a statistical model parameterized by a scalar parameter θ .
openaire +1 more source
Statistics, 2013
We consider likelihood ratio statistics based on the usual profile likelihood and the standard adjustments thereof proposed in the literature in the presence of nuisance parameters. The role of data-dependent priors in ensuring approximate frequentist validity of posterior credible regions based on the inversion of these statistics is investigated ...
In Hong Chang, Rahul Mukerjee
openaire +1 more source
We consider likelihood ratio statistics based on the usual profile likelihood and the standard adjustments thereof proposed in the literature in the presence of nuisance parameters. The role of data-dependent priors in ensuring approximate frequentist validity of posterior credible regions based on the inversion of these statistics is investigated ...
In Hong Chang, Rahul Mukerjee
openaire +1 more source
Is the `Improved Likelihood Ratio Statistic' Really Improved in the Discrete Case?
Biometrika, 1989Summary: On the basis of some numerical studies we argue that Bartlett adjustment of the likelihood ratio statistic for discrete data does not in general yield an improvement in the asymptotic error rate of the chi-squared approximation. Also we argue that the small-sample effect of the Bartlett adjustment is unclear and that it is in no way comparable
Frydenberg, Morten +1 more
openaire +3 more sources
Likelihood ratio ordering of order statistics
Journal of Statistical Planning and Inference, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Similar Tests and the Standardized Log Likelihood Ratio Statistic
Biometrika, 1986When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis.
openaire +2 more sources
Small sample statistics for likelihood-ratio tests
The Journal of the Acoustical Society of America, 1979Classification by likelihood ratio of a one-dimensional random variate drawn randomly and with equal probability from one of two independent Gaussian populations is known to be optimal if misclassification costs are equal and statistics (true means and variances) are available; the expected classification error is then a known function of the ...
L. Bahler, S. Moshier, T. Rey
openaire +1 more source