remark 11.90 Failure I: a parameter on the boundary
open in the book ·
parts/02-mathematical-methods/09-probability-statistics.tex:2832
· p. 404
- remark -- no derivation owed by its kind
Rests on
-
depends_on
corollary 11.89
Degrees of freedom with nuisance
parameters
¶
-
depends_on
definition 11.70
Profile likelihood
¶
-
depends_on
definition 11.54
Likelihood
¶
- depends_on definition 11.53 Statistical model ¶
-
depends_on
definition 11.56
Maximum-likelihood estimator
¶
- depends_on definition 11.54 Likelihood ¶ ↺
-
depends_on
definition 11.54
Likelihood
¶
-
depends_on
theorem 11.88
Wilks
¶
- depends_on definition 11.80 Chi-squared ¶
-
depends_on
definition 11.87
Likelihood-ratio test statistic
¶
- depends_on definition 11.54 Likelihood ¶ ↺
- depends_on definition 11.56 Maximum-likelihood estimator ¶ ↺
- depends_on definition 11.70 Profile likelihood ¶ ↺
-
depends_on
definition 11.59
Regularity conditions
¶
-
depends_on
definition 11.60
Score and Fisher information
¶
- depends_on definition 11.53 Statistical model ¶ ↺
- depends_on definition 11.53 Statistical model ¶ ↺
-
depends_on
definition 11.60
Score and Fisher information
¶
-
depends_on
lemma 11.83
Gaussian quadratic forms
¶
- depends_on definition 11.80 Chi-squared ¶ ↺
- proves proof ch:09-probability-statistics@proof-36 ¶
-
depends_on
lemma 11.52
Slutsky
¶
- depends_on definition 11.21 Distribution function ¶
- proves proof ch:09-probability-statistics@proof-20 ¶
- proves proof ch:09-probability-statistics@proof-21 ¶
-
depends_on
theorem 11.67
Asymptotics of the MLE
¶
-
depends_on
corollary 11.51
Weak law of large numbers
¶
- depends_on lemma 11.50 Markov and Chebyshev inequalities ¶
- proves proof ch:09-probability-statistics@proof-19 ¶
- depends_on definition 11.56 Maximum-likelihood estimator ¶ ↺
- depends_on definition 11.59 Regularity conditions ¶ ↺
-
depends_on
lemma 11.61
Score identities
¶
- depends_on definition 11.60 Score and Fisher information ¶ ↺
- depends_on definition 11.59 Regularity conditions ¶ ↺
- proves proof ch:09-probability-statistics@proof-23 ¶
- depends_on lemma 11.52 Slutsky ¶ ↺
-
depends_on
theorem 11.46
Central limit theorem, Lindeberg–Lévy
¶
- depends_on lemma 11.44 Second-order expansion ¶
- depends_on proposition 11.43 Elementary properties ¶
- depends_on theorem 11.45 Lévy's continuity theorem ¶
- proves proof ch:09-probability-statistics@proof-17 ¶
- proves proof ch:09-probability-statistics@proof-27 ¶
- proves proof ch:09-probability-statistics@proof-29 ¶
-
depends_on
corollary 11.51
Weak law of large numbers
¶
- proves proof ch:09-probability-statistics@proof-38 ¶
- proves proof ch:09-probability-statistics@proof-39 ¶
- proves proof ch:09-probability-statistics@prooflink-4 ¶
- proves proof ch:09-probability-statistics@proof-40 ¶
-
depends_on
definition 11.70
Profile likelihood
¶
- depends_on definition 11.59 Regularity conditions ¶ ↺
Supports
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Edges
| type | direction | node | provenance | where |
|---|---|---|---|---|
cites |
→ | On the distribution of the likelihood ratio | derived | parts/02-mathematical-methods/09-probability-statistics.tex:2855 |
cites |
→ | Asymptotic formulae for likelihood-based tests of new physics | derived | parts/02-mathematical-methods/09-probability-statistics.tex:2857 |
depends_on |
→ | Degrees of freedom with nuisance parameters | declared | parts/02-mathematical-methods/09-probability-statistics.tex:2858 |
depends_on |
→ | Regularity conditions | declared | parts/02-mathematical-methods/09-probability-statistics.tex:2858 |