Confidence regions when the Fisher information is zero
Fisher 信息为零时的置信区域
We examine the asymptotic behaviour of confidence regions in identifiable one‐dimensional parametric models with smooth likelihood function and information equal to zero at a critical point of the parameter space. Confidence regions are based on inversion of the likelihood ratio test statistic and of some common forms of the score and Wald test statistics. For fixed parameter values other than the critical point, all these statistics have limiting x2(1) distributions, but…