Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio

Cites Work

Implementing a class of structural change tests: an econometric computing approach
Inference for the mode of a log-concave density
Approximation Theorems of Mathematical Statistics
The likelihood ratio test for a change-point in simple linear regression
Asymptotic Statistics
Finite mixture models
Empirical likelihood ratio confidence regions
A constrained formulation of maximum-likelihood estimation for normal mixture distributions
The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
The incidental parameter problem since 1948
Mixture models: theory, geometry and applications
Title not available (Why is that?)
Applied Asymptotics
Testing Statistical Hypotheses
Identification in Parametric Models
The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
Consistent Estimates Based on Partially Consistent Observations
Title not available (Why is that?)
Empirical likelihood for linear models
Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
Multiple change-point detection: a selective overview
Bootstrapping sequential change-point tests for linear regression
Extensions of some classical methods in change point analysis
Structural breaks in time series
Title not available (Why is that?)
Parametric statistical change point analysis. With applications to genetics, medicine, and finance
Constrained Statistical Inference
Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
Bootstrapping Sequential Change-Point Tests
Maximum likelihood estimation in a class of nonregular cases
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
Testing When a Parameter is on the Boundary of the Maintained Hypothesis
A likelihood ratio approach to sequential change point detection for a general class of parameters
Inference for multiple change points in time series via likelihood ratio scan statistics
Principles of Statistical Inference
Fundamentals of nonparametric Bayesian inference
The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
On the Distribution of the Likelihood Ratio
Robust Statistics
A limit theorem for the maximum of normalized sums of independent random variables
Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
Variance Components Testing in the Longitudinal Mixed Effects Model
Title not available (Why is that?)
Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
On the asymptotics of constrained \(M\)-estimation
Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
Asymptotic theory of statistics and probability
Semiparametric likelihood ratio inference
Likelihood ratio tests for monotone functions.
Likelihood methods in statistics
A test for a change in a parameter occurring at an unknown point
Asymptotics for likelihood ratio tests under loss of identifiability
Hypothesis testing for finite mixture models
Title not available (Why is that?)
Testing the number of components in normal mixture regression models
Title not available (Why is that?)
On finite mixture models
Hypothesis test for normal mixture models: the EM approach
Asymptotics in statistics: some basic concepts
Statistical Models
A review on empirical likelihood methods for regression
Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
On problems in which a change in a parameter occurs at an unknown point
Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
Title not available (Why is that?)
On Profile Likelihood
Note on the Consistency of the Maximum Likelihood Estimate
Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
The Lagrangian Multiplier Test
An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
A multivariate analogue of the one-sided test
A modified likelihood ratio test for homogeneity in finite mixture models
Non-finite Fisher information and homogeneity: an EM approach
Title not available (Why is that?)
Title not available (Why is that?)
Likelihood-based inference with singular information matrix
Testing a Sequence of Observations for a Shift in Location
Likelihood based inference for monotone response models
On identifiability of parametric statistical models
Sharp oracle inequalities for least squares estimators in shape restricted regression
On the Likelihood Ratio Test for a Shift in Location of Normal Populations
Constrained parameters in applications: review of issues and approaches
On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
Permutation principles for the change analysis of stochastic processes under strong invariance
Testing in normal mixture models when the proportions are known
Some recent research in the analysis of mixture distributions
Mathematical statistics. Essays on history and methodology
An appraisal of some aspects of statistical inference under inequality constraints
Testing in locally conic models, and application to mixture models
Title not available (Why is that?)
Title not available (Why is that?)
Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine
Title not available (Why is that?)
Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
Large sample distribution of the likelihood ratio test for normal mixtures
Recent asymptotic results in testing for mixtures
Likelihood ratio tests under local alternatives in regular semiparametric models
Non-standard parametric statistical inference
Recent progress in log-concave density estimation
Testing for additivity in non-parametric regression
Saddlepoint approximation in exponential models with boundary points
Likelihood ratio tests in contamination models
Likelihood ratio tests for genetic linkage
Quality control and reliability
Change-point problems: bibliography and review
Modified likelihood ratio test for homogeneity in a mixture of von Mises distributions
Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
Computer age statistical inference. Algorithms, evidence, and data science
Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study
Editorial for the special issue: Change point detection
Editorial: Special issue on ``Nonparametric inference under shape constraints
Some developments in the theory of shape constrained inference
Likelihood ratio statistic for exponential mixtures
Handbook of quantile regression
The asymptotic distribution of a likelihood ratio test statistic for the homogeneity of Poisson distribution
Testing One Hypothesis Multiple Times: The Multidimensional Case
A robust bootstrap change point test for high-dimensional location parameter
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
Nonparametric change point estimation for survival distributions with a partially constant hazard rate
Modeling temperature effects on mortality: multiple segmented relationships with common break points
A modified likelihood ratio statistic for some nonregular models
Rejoinder on: ``Extensions of some classical methods in change point analysis
On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters
Some New Aspects of Statistical Inference for Multistage Dose-Response Models with Applications
Improved inference for a boundary parameter

This page was built for publication: Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6577816)