Asymptotic normality of test statistics under alternative hypotheses

DOI10.1016/J.JMVA.2008.09.008MaRDI QIDQ1006673zbMATH OpenOpenAlexFDO

Authors Alexander Shapiro

Publication date 25 March 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.09.008

zbMATH Keywords

asymptotic biasasymptotic normalitydiscrepancy functionslikelihood ratio test statisticmoment (covariance) structuresnonnested modelsstochastic optimization

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Stochastic programming (90C15)

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Cites work

• Asymptotic analysis of stochastic programs
• Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
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• scientific article; zbMATH DE number 3441501 (Why is no real title available?)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Variational Analysis

Cited in

(7)

• Asymptotic normality of the ET method -- application to the ET test
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
• Asymptotic variance of test statistics in the ML and QML frameworks
• Asymptotic normality of self-normalized Pearson statistics
• scientific article; zbMATH DE number 3854184 (Why is no real title available?)
• Random model discrepancy: interpretations and technicalities (A rejoinder)
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