Sieve likelihood ratio inference on general parameter space

• 作 者: SHI Jian SHEN Xiaotong
• 机 构: AcademyofMathematicsandSystemsScience
• 出 处: 中国科学：数学英文版
• 发表日期: 2005年1期
• 关键词: LIKELIHOOD ratio sieves nonparametric and SEMIPARAMETRIC models wavelets. likeli
• 基金项目: 美国国家自然科学基金，国家自然科学基金

In this paper,a theory on sieve likelihood ratio inference on general parameter spaces(including infinite dimensional) is studied.Under fairly general regularity conditions,the sieve log-likelihood ratio statistic is proved to be asymptotically x2 distrib