Anomalies of the likelihood ratio test for testing restricted hypotheses

DOI10.1214/AOS/1176348126zbMath0734.62058OpenAlexW2051235371MaRDI QIDQ811061

José A. Menéndez, Bonifacio Salvador

Publication date: 1991

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348126

zbMATH Keywords

likelihood ratio testknown covariance matrixpolyhedric closed convex coneunknown mean vector

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference (62F99)

Related Items (12)

High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Likelihood ratio tests for a class of non-oblique hypotheses ⋮ Equivalence of likelihood ratio tests and obliquity ⋮ Tests lineales para contrastes con hipotesis oblicuas;Lineal test for testing oblique hypotheses ⋮ On the validity of the likelihood ratio and maximum likelihood methods ⋮ Efficient detection of random coefficients in autoregressive models ⋮ The emperor's new tests. (With comments and a rejoinder). ⋮ The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii ⋮ The restricted EM algorithm under inequality restrictions on the parameters ⋮ Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression ⋮ A classification rule for ordered exponential populations ⋮ The one-way layout with ordered parameters: a survey of advances since 1988

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