Abstract
The breath of this material is similar to that of Reid (1988). Of primary concern will be approximation to densities and distribution functions of maximum likelihood estimators, likelihood ratio statistics, and Wald statistics. Bartlett’s correction for the distribution of likelihood ratio statistics is derived. Approximate ancillarity is also discussed.
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© 1997 Springer Science+Business Media New York
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Kolassa, J.E. (1997). Applications to Wald, Likelihood Ratio, and Maximum Likelihood Statistics. In: Series Approximation Methods in Statistics. Lecture Notes in Statistics, vol 88. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4277-0_8
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DOI: https://doi.org/10.1007/978-1-4757-4277-0_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-98224-3
Online ISBN: 978-1-4757-4277-0
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