Title: Bounds for the asymptotic distribution of the likelihood ratio
Authors: Andreas Anastasiou - University of Cyprus (Cyprus) [presenting]
Gesine Reinert - Oxford University (United Kingdom)
Abstract: An explicit bound on the distance to chi-square for the likelihood ratio statistic is given when the data are realisations of independent and identically distributed random elements. To our knowledge, this is the first explicit bound which is available in the literature. The bound depends on the number of samples as well as on the dimension of the parameter space. We illustrate the bound with two examples: samples from an exponential distribution and samples from a normal distribution.