Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios

Emanuele Dolera; Andrea Bulgarelli

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arXiv · 1411.0947

Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios

Emanuele Dolera·Andrea Bulgarelli

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Abstract

This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios which turn out to be stochastically dependent.

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Emanuele Dolera, Andrea Bulgarelli. 2014-11-04. Asymptotic behavior of the joint distribution of a vector of stochastically dependent likelihood ratios. https://arxiv.org/abs/1411.0947

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