Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
正则模型中修正带符号似然比统计量近似的高阶渐近正态性
Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order n−1, where n is the sample size. Proofs of this fact generally require that the sufficient statistic of the model be written as (θ̂, a), where θ̂ is the maximum likelihood estimator of the parameter θ of the model and a is an ancillary statistic. This condition is very difficult or impossible to verify for many models. However, calculation of the statistics…