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

DOI10.1080/01966324.1983.10737124zbMATH Open0537.62025OpenAlexW2312861797WikidataQ58261729 ScholiaQ58261729MaRDI QIDQ3323017FDOQ3323017

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

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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)

Cites Work

• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• The Lagrangian Multiplier Test
• On the Efficient Design of Statistical Investigations
• 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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