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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 2, Pages 345–356
DOI: https://doi.org/10.4213/tvp467 (Mi tvp467) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities

I. S. Borisov, D. V. Mironov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (641 kB) Citations (5)
DOI: https://doi.org/10.4213/tvp467
Abstract: The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.
Keywords: likelihoods ratio process, generalized Poisson process, asymptotic expansion.
Received: 23.05.1997
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 2, Pages 289–300
DOI: https://doi.org/10.1137/S0040585X97978233
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. S. Borisov, D. V. Mironov, “An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 345–356; Theory Probab. Appl., 45:2 (2001), 289–300
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2001
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  • https://www.mathnet.ru/eng/tvp467
  • https://doi.org/10.4213/tvp467
  • https://www.mathnet.ru/eng/tvp/v45/i2/p345
    • This publication is cited in the following 5 articles:
    1. V. E. Mosyagin, “Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch”, Theory Probab. Appl., 66:2 (2021), 75–88  mathnet  crossref  crossref  mathscinet  zmath  isi
    2. V. E. Mosyagin, “Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift”, Siberian Adv. Math., 30:1 (2020), 26–42  mathnet  crossref  crossref
    3. A. A. Borovkov, “On estimation of parameters in the case of discontinuous densities”, Theory Probab. Appl., 63:2 (2018), 169–192  mathnet  crossref  crossref  isi  elib
    4. I. S. Borisov, D. V. Mironov, “Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families”, Siberian Math. J., 44:3 (2003), 411–427  mathnet  crossref  mathscinet  zmath  isi
    5. I. S. Borisov, “A note on Dobrushin's theorem and couplings in poisson approximation in abelian groups”, Theory Probab. Appl., 48:3 (2004), 521–528  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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