Asymptotic distribution of density ratios

被引：0

作者：

Antonelli, Sabrina ^{[1
]}

Regoli, Giuliana ^{[1
]}

机构：

[1] Univ Perugia, Dipartimento Matemat & Informat, I-06100 Perugia, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 03期

关键词：

D O I：

10.1016/j.spl.2008.08.009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We find limit theorems regarding asymptotic distribution of density ratios. These results are applied to analyze the goodness of classical approximations. Furthermore these theorems are used in statistical inference procedures to find asymptotic distribution of likelihood ratios. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：289 / 294

页数：6

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