A note on the power superiority of the restricted likelihood ratio test

DOI10.1016/J.JMVA.2011.04.004MaRDI QIDQ643291zbMATH OpenOpenAlexFDO

Authors Jens T. Præstgaard

Publication date 28 October 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.04.004

zbMATH Keywords

convex coneGaussian isoperimetric inequalityorder-restricted inference

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• A defense of the likelihood ratio test for one-sided and order-restricted alternatives
• A user's guide to measure theoretic probability
• Advances in order restricted statistical inference. Proceedings of the Symposium on Order Restricted Statistical Inference held in Iowa City, Iowa, September 11--13, 1985
• Construction of uniformly more powerful tests for hypotheses about linear inequalities
• Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses
• scientific article; zbMATH DE number 991499 (Why is no real title available?)
• Monotonicity properties of the power functions of likelihood ratio tests for normal mean hypotheses constrained by a linear space and a cone
• On the power superiority of likelihood ratio tests for restricted alternatives
• Projections on cones, chi-bar squared distributions, and Weyl's formula
• Properties of likelihood inference for order restricted models
• Testing linear hypotheses under restricted alternatives
• Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
• Weights of \(\overline{\chi}^2\) distribution for smooth or piecewise smooth cone alternatives

Cited in

(11)

• On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes
• On the power superiority of likelihood ratio tests for restricted alternatives
• Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses
• Correction to: Anomalies of the likelihood ratio test for testing restricted hypotheses
• Consistency and power in tests with shape-restricted alternatives
• scientific article; zbMATH DE number 3940465 (Why is no real title available?)
• scientific article; zbMATH DE number 147177 (Why is no real title available?)
• scientific article; zbMATH DE number 679513 (Why is no real title available?)
• An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation
• Proof of a certain conjecture about the restricted LRT in case of a bivariate normal distribution
• On testing a class of restricted hypotheses

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