On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
DOI10.1007/S13571-011-0022-ZzbMATH Open1230.62021OpenAlexW1987587408MaRDI QIDQ641797FDOQ641797
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
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- scientific article; zbMATH DE number 946671
quadratic formsone-sided testsnuisance parameters on the boundaryparameters of interest on the boundary
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)
Cites Work
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- On the Distribution of the Likelihood Ratio
- On asymptotic tests of composite hypotheses in nonstandard conditions
- Calculating asymptotic significance levels of the constrained likelihood ratio test with application to multivariate genetic linkage analysis
- On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
- Title not available (Why is that?)
- On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
Cited In (14)
- On pseudolikelihood inference for semiparametric models with boundary problems
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Subvector inference when the true parameter vector may be near or at the boundary
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
- Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
- Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model
- Improved inference for a boundary parameter
- Statistical inference for distributions with one Poisson conditional
- Rejecting the Majorana nature of dark matter with electron scattering experiments
- On the asymptotic behaviour of the pseudolikelihood ratio test statistic 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
- Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
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