Moderate deviation principle for different types of classical likelihood ratio tests

Yansong Bai, Yong Zhang, Congmin Liu and Zhiming Wang

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 7, 2599-2616

Abstract: This paper focuses on the likelihood ratio test (LRT) statistics for different hypothesis tests. Assuming that a random sample is from a normal population, we make the sample size n and the dimension p close to infinity and satisfy p

Date: 2024
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DOI: 10.1080/03610926.2022.2144376

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