Likelihood Asymptotics in Nonregular Settings: A Review with Emphasis on the Likelihood Ratio-Reference-Cited by-同舟云学术

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Likelihood Asymptotics in Nonregular Settings: A Review with Emphasis on the Likelihood Ratio

Published:2024-05-01 Issue:2 Volume:39 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Brazzale Alessandra R.¹,Mameli Valentina²

Affiliation:

1. Alessandra R. Brazzale is Associate Professor of Statistics, Department of Statistical Sciences, University of Padova, Via Cesare Battisti 241, 35121 Padova, Italy. https://homes.stat.unipd.it/alessandrarosalbabrazzale.html

2. Valentina Mameli is Associate Professor of Statistics, Department of Economics and Statistics, University of Udine, Via Tomadini 30/A, 33100 Udine, Italy. https://people.uniud.it/page/valentina.mameli

Publisher

Institute of Mathematical Statistics

Reference163 articles.

1. Lancaster, T. (2000). The incidental parameter problem since 1948. J. Econometrics 95 391–413.

2. Neyman, J. and Scott, E. L. (1948). Consistent estimates based on partially consistent observations. Econometrica 16 1–32.

3. Chen, H. and Chen, J. (2003). Tests for homogeneity in normal mixtures in the presence of a structural parameter. Statist. Sinica 13 351–365.

4. Chen, J. and Li, P. (2009). Hypothesis test for normal mixture models: The EM approach. Ann. Statist. 37 2523–2542.

5. Dacunha-Castelle, D. and Gassiat, E. (1999). Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes. Ann. Statist. 27 1178–1209.

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