The likelihood ratio under noncontiguous alternatives

DOI10.2307/3315788zbMath0911.62018MaRDI QIDQ4378576

Edit Gombay

Publication date: 5 March 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315788

zbMATH Keywords

likelihood ratio test; Ornstein-Uhlenbeck process; power; exponential family of distributions

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62F05: Asymptotic properties of parametric tests

Related Items

Sequential Change-Point Detection and Estimation, Editor’s special invited paper: On the efficient score vector in sequential monitoring, Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points, Sequential change-point detection with likelihood ratios, A semiparametric maximum likelihood ratio test for the change point in copula models

Cites Work

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• The weighted sequential likelihood ratio
• Large Deviations Theory in Exponential Families
• On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large