An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 345-356
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The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.
Keywords:
likelihoods ratio process, generalized Poisson process, asymptotic expansion.
@article{TVP_2000_45_2_a7,
author = {I. S. Borisov and D. V. Mironov},
title = {An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {345--356},
publisher = {mathdoc},
volume = {45},
number = {2},
year = {2000},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a7/}
}
TY - JOUR AU - I. S. Borisov AU - D. V. Mironov TI - An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 345 EP - 356 VL - 45 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a7/ LA - ru ID - TVP_2000_45_2_a7 ER -
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I. S. Borisov; D. V. Mironov. An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 345-356. http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a7/