Abstract
This chapter develops, in the necessary minimal generality, the basic technical instruments of asymptotic statistics: contiguity of probability measures, (local) asymptotic normality of statistical models, and log likelihood expansions for L2 differentiable parametric families. All these notions are associated with the names of LeCam and Hájek. The results are illustrated in the linear regression model.
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© 1994 Springer-Verlag New York, Inc.
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Rieder, H. (1994). Log Likelihoods. In: Robust Asymptotic Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0624-5_2
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DOI: https://doi.org/10.1007/978-1-4684-0624-5_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4684-0626-9
Online ISBN: 978-1-4684-0624-5
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