We find limit theorems regarding asymptotic distribution of density ratios. These results are alied to analyze the goodness of classical aroximations. Furthermore these theorems are used in statistical inference procedures to find asymptotic distribution of likelihood ratios.
Asymptotic distribution of density ratios
ANTONELLI, Sabrina;REGOLI, Giuliana
2009
Abstract
We find limit theorems regarding asymptotic distribution of density ratios. These results are alied to analyze the goodness of classical aroximations. Furthermore these theorems are used in statistical inference procedures to find asymptotic distribution of likelihood ratios.File in questo prodotto:
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