An Asymptotic Representation for the Likelihood Ratio for Multidimensional Samples with Discontinuous Desities
Igor' Semenovich Borisov, D. V. Mironov · Theory of Probability and Its Applications · 2001
The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.