On testing a class of restricted hypotheses

DOI10.1016/J.JSPI.2006.04.006MaRDI QIDQ872091zbMATH OpenOpenAlexFDO

Authors Céline Delmas, Jean-Louis Foulley

Publication date 27 March 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.04.006

zbMATH Keywords

likelihood ratio testprojectionscore testconerestricted hypothesisRice method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
• Asymptotic expansions for the distribution of the maximum of Gaussian random fields
• Mathematical Analysis of Random Noise
• On the Distribution of the Likelihood Ratio
• Projections on cones, chi-bar squared distributions, and Weyl's formula
• Projections on spherical cones, maximum of Gaussian fields and Rice's method.
• Testing linear hypotheses under restricted alternatives
• Weights of \(\overline{\chi}^2\) distribution for smooth or piecewise smooth cone alternatives

Cited in

(11)

• A note on the power superiority of the restricted likelihood ratio test
• scientific article; zbMATH DE number 5017178 (Why is no real title available?)
• On the Elusive Formalisation of the Risky Condition for Hypothesis Testing
• scientific article; zbMATH DE number 4147329 (Why is no real title available?)
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Hypothesis testing in the unrestricted and restricted parametric spaces of structural models
• On testing against restricted alternatives for penrose model
• A defense of the likelihood ratio test for one-sided and order-restricted alternatives
• scientific article; zbMATH DE number 3965197 (Why is no real title available?)
• Proof of a certain conjecture about the restricted LRT in case of a bivariate normal distribution
• The power of the circular cone test: A noncentral chi-bar-squared distribution

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