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Journal of the American Statistical Association Volume 70, 1975 - Issue 349
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Theory and Method

The Asymptotic Distribution of the Likelihood Ratio in Some Nonstandard Cases

Lionel Weiss Department of Operations Research, Cornell University, Ithaca, N.Y., 14850, USA
Pages 204-208 | Received 01 Jan 1974, Published online: 05 Apr 2012

References

  • Bar-Shalom , Y. 1971 . “On the Asymptotic Properties of the Maximum Likelihood Estimate Obtained from Dependent Observations” . Journal of the Royal Statistical Society , : 72 – 7 . Ser. B
  • Bartoo , J. B. and Puri , P. S. 1967 . “On Optimal Asymptotic Tests of Composite Statistical Hypotheses” . Annals of Mathematical Statistics , 38 December : 1845 – 52 .
  • Chernoff , H. and Lehmann , E. L. 1954 . “The Use of Maximum Lilcelihood Estimates in Chi-square Tests for Goodness of Fit” . Annals of Mathematical Statistics , 25 September : 579 – 86 .
  • Hoadley , B. 1971 . “Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case” . Annals of Mathematical Statistics , 42 December : 1977 – 91 .
  • Johnson , R. A. and Roussas , G. G. 1970 . “Asymptotically Optimal Tests in Markov Processes” . Annals of Mathematical Statistics , June : 918 – 38 .
  • Philippou , A. N. and Roussas , G. G. 1973 . “Asymptotic Distribution of the Likelihood Function in the Independent Not Identically Distributed Case” . Annals of Statistics , 1 May : 454 – 71 .
  • Weiss , L. 1971 . “Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases” . Journal of the American Statistical Association , 66 June : 345 – 50 .
  • Weiss , L. 1973 . “Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II” . Journal of the American Statistical Association , 68 June : 428 – 30 .

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