On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary

DOI10.1007/S13571-011-0022-ZMaRDI QIDQ641797zbMATH OpenOpenAlexFDO

Authors Leonid Kopylev, Bimal Kumar Sinha

Publication date 25 October 2011

Published in Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13571-011-0022-z

zbMATH Keywords

quadratic formsone-sided testsnuisance parameters on the boundaryparameters of interest on the boundary

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 3356095 (Why is no real title available?)
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Calculating asymptotic significance levels of the constrained likelihood ratio test with application to multivariate genetic linkage analysis
• On asymptotic tests of composite hypotheses in nonstandard conditions
• On the Distribution of the Likelihood Ratio
• On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
• On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary

Cited in

(15)

• Rejecting the Majorana nature of dark matter with electron scattering experiments
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
• Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
• Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
• On pseudolikelihood inference for semiparametric models with boundary problems
• Constrained parameters in applications: review of issues and approaches
• On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model
• Improved inference for a boundary parameter
• Hypothesis testing near singularities and boundaries
• Statistical inference for distributions with one Poisson conditional
• On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems
• Subvector inference when the true parameter vector may be near or at the boundary
• Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom

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