Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models

Annals of Statistics

Volumn 35, Issue 5, 2007, Pages 2054-2074

  He, Heping ^a   Severini, Thomas A ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Cram r Edgeworth polynomial; Edgeworth expansion theory; Higher order normality; Modified signed likelihood ratio statistic; Sufficient statistic

Indexed keywords

EID: 50449090686     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000307     Document Type: Article

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