Regression type tests for parametric hypotheses based on sums of squared L-statistics (Q1085907): Difference between revisions
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Revision as of 03:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression type tests for parametric hypotheses based on sums of squared L-statistics |
scientific article |
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Regression type tests for parametric hypotheses based on sums of squared L-statistics (English)
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1986
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A procedure is developed for testing the hypothesis \(H_ 0: \theta =\theta_ 0\) against the alternative \(H_ A: \theta \neq \theta_ 0\) for a continuous, univariate distribution depending on a parameter vector \(\theta\). The statistic used for the test is a sum of squared L- statistics that is asymptotically equivalent in distribution, under both the null hypothesis and local alternatives, to the generalized likelihood ratio statistic for testing \(H_ 0\).
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convergence in distribution
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non-central chi square
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location scale models
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sum of squared L-statistics
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asymptotically equivalent in distribution
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generalized likelihood ratio statistic
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