Likelihood ratio and associated test criteria

Cited in

(32)

Invariant Polynomials and Related Tests
The likelihood ratio criterion and the asymptotic expansion of its distribution
The behavior of locally most powerful tests.
Some corrections of the score test statistic for Gaussian ARMA models
Second-order power comparison of tests
Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
Third-order local power properties of tests for a composite hypothesis. II
Monte carlo comparison of wald's, likelihood ratio and rao's tests
Testing for volatility jumps in the stochastic volatility process
Parameter estimation in an alternating repair model
Comparison of Bartlett-type adjusted tests in the multiparameter case
Test of homogeneity of multiple parameters
Testing for jumps in the EGARCH process
The classical principles of testing using instrumental variables estimates
Frequency-calibrated belief functions: review and new insights
The local power of the gradient test
Second-order powers of a class of tests in the presence of a nuisance parameter
scientific article; zbMATH DE number 7829050 (Why is no real title available?)
Improved approaches to interval estimation of effective doses for a logistic dose-response curve
Asymptotically similar criteria
A geometric look at nuisance parameter effect of local powers in testing hypothesis
Hypothesis testing based on a vector of statistics
An extension of the conditional likelihood ratio test to the general multiparameter case
Asymptotic expansions of the distributions of some test statistics
Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations
Two score and 10 years of score tests
On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
Improvement of the accuracy in testing the effect in the Cox proportional hazards model using higher order approximations
Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
The new test criterion for the homogeneity of parameters of several populations
Score and wald tests for the multivariate growth curve model with missing data and a patterned covariance matrix

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