Abstract
Le Cam s third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic Tn under a nonnull sequence of probability measures {Qn}, provided its limiting distribution under a null sequence {Pn} is available, and the log likelihood ratio {log(dQn/dPn)} has a distributional limit. Despite its wide-spread applications to low-dimensional statistical problems, the stringent requirement of Le Cam s third/contiguity lemma on the distributional limit of the log likelihood ratio makes it challenging, or even impossible to use in many modern highdimensional statistical problems.
Original language | English (US) |
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Pages (from-to) | 4272-4321 |
Number of pages | 50 |
Journal | Annals of Applied Probability |
Volume | 33 |
Issue number | 6A |
DOIs | |
State | Published - Dec 2023 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Contiguity
- Poincaré inequalities.
- covariance test
- power analysis