Generalization of likelihood ratio tests under nonstandard conditions
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Publication:1359429
DOI10.1214/aos/1031833677zbMath0873.62022OpenAlexW2000968983MaRDI QIDQ1359429
Publication date: 3 July 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1031833677
existenceconsistencylaw of large numberslocal maximaestimating functionnonidentically distributed random variablesboundary hypothesis testslocal maximum estimatorsnested random variance components models
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Asymptotic properties of parametric tests (62F05)
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Cites Work
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Exponential mixture models with long-term survivors and covariates
- On the asymptotics of constrained \(M\)-estimation
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- On asymptotic tests of composite hypotheses in nonstandard conditions
- On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
- On the Distribution of the Likelihood Ratio
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