Generalized likelihood ratio statistics and wilks phenomenon

Annals of Statistics

Volumn 29, Issue 1, 2001, Pages 153-193

  Fan, Jianqing ^a   Zhang, Chunming ^b   Zhang, Jian ^c  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b University of Wisconsin Madison   (United States)

^c EURANDOM   (Netherlands)

Author keywords

Asymptotic null distribution; Gaussian white noise models; Generalized likelihood; Nonparametric test; Optimal rates; Power function; Wilks thoerem

Indexed keywords

EID: 0035633948     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/996986505     Document Type: Article

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