The likelihood ratio criterion and the asymptotic expansion of its distribution
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- Ogasawara, Haruhiko, 2016. "Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 20-37.
- Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
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- Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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- Jiang, L. & Wong, A.C.M., 2012. "On standardizing the signed root log likelihood ratio statistic," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 833-839.
- Artur Lemonte & Silvia Ferrari, 2012. "The local power of the gradient test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 373-381, April.
- Willa W. Chen & Rohit S. Deo, 2009. "The restricted likelihood ratio test at the boundary in autoregressive series," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 618-630, November.
- Kakizawa, Yoshihide, 2012. "Improved chi-squared tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 141-161.
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