Asymptotic Properties of ML Estimators of Parameters Subject to Linear Constraints Under a Class of Local Alternatives when the Information Matrix is Singular

DOI10.1080/01966324.1983.10737124MaRDI QIDQ3323017zbMATH OpenOpenAlexWikidataFDO

Authors Abdalla T. El-Helbawy

Publication date 1983

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1983.10737124

zbMATH Keywords

local alternativeslikelihood ratio testslikelihood equationslinear constraintssingular information matrixnoncentrality parameterasymptotic noncentral chi-square distributionexistence of likelihood estimators

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Recommendations

• On the asymptotics of constrained local M-estimators.
• On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular
• Likelihood-based inference with singular information matrix
• Constrained maximum likelihood
• scientific article; zbMATH DE number 3928117

Cites work

• On the Efficient Design of Statistical Investigations
• The Lagrangian Multiplier Test
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Treatment contrasts in paired comparisons: Basic procedures with application to factorials
• Treatment contrasts in paired comparisons: convergence of a basic iterative scheme for estimation

Cited in

(3)

• On the asymptotics of constrained \(M\)-estimation
• Hypothesis testing when the information matrix is singular
• On the asymptotics of constrained local M-estimators.

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