Generalized likelihood ratio statistics and wilks phenomenon
- Author
- JIANQING FAN; CHUNMING ZHANG; JIAN ZHANG1
Chinese Academy of Sciences, China
Chinese University of Hong Kong, Hong-Kong
University of California at Los Angeles, United States
University of Wisconsin-Madison, United States
[1] EURANDOM, Netherlands - Source
Annals of statistics. 2001, Vol 29, Num 1, pp 153-193 ; ref : 1 p.3/4
- CODEN
- ASTSC7
- ISSN
- 0090-5364
- Scientific domain
- Mathematics
- Publisher
- Institute of Mathematical Statistics, Hayward, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse statistique Bruit blanc Bruit gaussien Coefficient régression Convergence Estimation densité Estimation linéaire Estimation non paramétrique Estimation statistique Fonction vraisemblance Généralisation Homogénéité Loi normale Maximum vraisemblance Modèle linéaire généralisé Modèle régression Méthode lissage Méthode optimisation Méthode paramétrique Rapport vraisemblance Régression statistique Statistique non paramétrique Statistique test Taux convergence Test hypothèse Test rapport vraisemblance Test statistique Loi asymptotique Loi nule Taux optimal Théorème Wilks
- Keyword (en)
- Statistical analysis White noise Gaussian noise Regression coefficient Convergence Density estimation Linear estimation Non parametric estimation Statistical estimation Likelihood function Generalization Homogeneity Gaussian distribution Maximum likelihood Generalized linear model Regression model Smoothing methods Optimization method Parametric method Likelihood ratio Statistical regression Nonparametric statistics Test statistic Convergence rate Hypothesis test Likelihood ratio test Statistical test Asymptotic distribution Null distribution Optimal rate Wilks theorem
- Keyword (es)
- Análisis estadístico Ruido blanco Ruido gaussiano Coeficiente regresión Convergencia Estimación densidad Estimación lineal Estimación no paramétrica Estimación estadística Función verosimilitud Generalización Homogeneidad Curva Gauss Maxima verosimilitud Modelo lineal generalizado Modelo regresión Método optimización Método paramétrico Relación verosimilitud Regresión estadística Estadística test Relación convergencia Test hipótesis Test razón verosimilitud Test estadístico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 1095742
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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