论文标题
修饰可能根的渐近行为
Asymptotic Behaviour of the Modified Likelihood Root
论文作者
论文摘要
我们研究了线性指数和位置尺度家族的改性似然根的正常近似，这是高阶渐近理论的推论工具。我们表明，可以将$ r^\ star $统计量视为位置和比例调整，以调整最高$ o_p（n^{ - 3/2}）$的可能性root $ r $，并且更普遍地可以将$ r^\ star $表示为$ r $中的多项式。我们还显示了这两个家庭的可能性根的修饰可能性根的线性。
We examine the normal approximation of the modified likelihood root, an inferential tool from higher-order asymptotic theory, for the linear exponential and location-scale family. We show that the $r^\star$ statistic can be thought of as a location and scale adjustment to the likelihood root $r$ up to $O_p(n^{-3/2})$, and more generally $r^\star$ can be expressed as a polynomial in $r$. We also show the linearity of the modified likelihood root in the likelihood root for these two families.
