Semiparametric Likelihood Ratio

@inproceedings{INFERENCEBY1996SemiparametricLR,
  title={Semiparametric Likelihood Ratio},
  author={INFERENCEBY and Susan A. Murphy and A. W. VAN DER and VAARTPennsylvania},
  year={1996}
}
Likelihood ratio tests and related conndence intervals for a real parameter in the presence of an innnite dimensional nuisance parameter are considered. In all cases, the estimator of the real parameter has an asymptotic normal distribution. However, the estimator of the nuisance parameter may not be asymptotically Gaussian or may converge to the true parameter value at a slower rate than the square root of the sample size. Nevertheless the likelihood ratio statistic is shown to possess an… CONTINUE READING

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