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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
I. S. Borisov, D. V. Mironov Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.
Keywords:
likelihoods ratio process, generalized Poisson process, asymptotic expansion.
Received: 23.05.1997
Citation:
I. S. Borisov, D. V. Mironov, “An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 345–356; Theory Probab. Appl., 45:2 (2001), 289–300
Linking options:
https://www.mathnet.ru/eng/tvp467https://doi.org/10.4213/tvp467 https://www.mathnet.ru/eng/tvp/v45/i2/p345
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