On the choice of the splitting ratio for the split likelihood ratio test-Reference-Cited by-同舟云学术

On the choice of the splitting ratio for the split likelihood ratio test

Published:2022-01-01 Issue:2 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Strieder David¹,Drton Mathias¹

Affiliation:

1. Technical University of Munich; TUM School of Computation, Information and Technology, Munich Center for Machine Learning (MCML), Munich Data Science Institute (MDSI)

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference8 articles.

1. VAN DER VAART, A. W. (1998). Asymptotic statistics. Cambridge Series in Statistical and Probabilistic Mathematics 3. Cambridge University Press, Cambridge.

2. DRTON, M. (2009). Likelihood ratio tests and singularities. Ann. Statist. 37 979–1012.

3. DUNN, R., RAMDAS, A., BALAKRISHNAN, S. and WASSERMAN, L. (2021). Gaussian Universal Likelihood Ratio Testing.

4. HARTIGAN, J. A. (1985). A failure of likelihood asymptotics for normal mixtures. In Proceedings of the Berkeley conference in honor of Jerzy Neyman and Jack Kiefer, Vol. II (Berkeley, Calif., 1983). Wadsworth Statist./Probab. Ser. 807–810. Wadsworth, Belmont, CA.

5. KENDALL, M. G. and STUART, A. (1969). The advanced theory of statistics. Vol. 1: Distribution theory, Third ed. Hafner Publishing Co., New York.

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