On the phase transition of Wilks’ phenomenon
نویسندگان
چکیده
منابع مشابه
A high-dimensional Wilks phenomenon
A theorem by Wilks asserts that in smooth parametric density estimation the difference between the maximum likelihood and the likelihood of the sampling distribution converges toward a chi-square distribution where the number of degrees of freedom coincides with the model dimension. This observation is at the core of some goodness-of-fit testing procedures and of some classical model selection ...
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The likelihood ratio theory contributes tremendous success to parametric inferences. Yet, there is no general applicable approach for nonparametric inferences based on function estimation. Maximum likelihood ratio test statistics in general may not exist in nonparametric function estimation setting. Even if they exist, they are hard to find and can not be optimal as shown in this paper. We intr...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2020
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asaa078