The likelihood ratio under noncontiguous alternatives
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Publication:4378576
DOI10.2307/3315788zbMath0911.62018OpenAlexW2013057854MaRDI QIDQ4378576
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
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
Related Items (5)
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 ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Sequential Change-Point Detection and Estimation ⋮ Sequential change-point detection with likelihood ratios
Cites Work
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- On sequential versions of the generalized likelihood ratio test
- 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
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