A useful variant of Wilks' theorem for grouped data

02/05/2018

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by   Emanuele Dolera, et al.

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This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios which turn out to be stochastically dependent, due to a suitable grouping of the data.