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A note on the likelihood-ratio statistic under model misspecification |
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| Authors: | K. Viraswami N. Reid |
| Abstract: | Following Viraswami and Reid (1996), higher-order results under model misspecification are obtained for the likelihood-ratio statistic and the adjusted likelihood-ratio statistic, for the case of a scalar parameter. An improved version of the adjusted likelihood-ratio statistic is suggested. |
| Keywords: | Adjusted likelihood-ratio statistic higher-order asymptotics likelihood-ratio statistic model misspecification |