Asymptotic behaviour of the modified likelihood root
Published in Statistica Sinica, 2023
Recommended citation: Tang and Reid. "Asymptotic behaviour of the modified likelihood root" Statistica Sinica, to appear. https://www3.stat.sinica.edu.tw/ss_newpaper/SS-2022-0016_na.pdf
This paper examine the modified likelihood root and demonstrates that it can be expanded as a formal series in the Wald and score statistics.