Likelihood ratio and associated test criteria

Cited In (32)

Testing for volatility jumps in the stochastic volatility process
Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter
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Hypothesis testing based on a vector of statistics
The local power of the gradient test
Score and wald tests for the multivariate growth curve model with missing data and a patterned covariance matrix
Two score and 10 years of score tests
Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
Comparison of Bartlett-type adjusted tests in the multiparameter case
Asymptotic expansions of the distributions of some test statistics
The likelihood ratio criterion and the asymptotic expansion of its distribution
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
Invariant Polynomials and Related Tests
Monte carlo comparison of wald's, likelihood ratio and rao's tests
Improvement of the accuracy in testing the effect in the cox proportional hazards model using higher order approximations
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Some corrections of the score test statistic for Gaussian ARMA models
On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
Parameter estimation in an alternating repair model
Test of homogeneity of multiple parameters
Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
The classical principles of testing using instrumental variables estimates
Third-order local power properties of tests for a composite hypothesis. II
Frequency-calibrated belief functions: review and new insights
Improved approaches to interval estimation of effective doses for a logistic dose-response curve
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Second-Order Power Comparison of Tests
Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations
Asymptotically similar criteria
An extension of the conditional likelihood ratio test to the general multiparameter case
A geometric look at nuisance parameter effect of local powers in testing hypothesis

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