Likelihood ratio test for and against nonlinear inequality constraints

DOI10.1007/S00184-006-0062-YMaRDI QIDQ866899zbMATH OpenOpenAlexFDO

Authors Xinsheng Liu

Publication date 14 February 2007

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-006-0062-y

zbMATH Keywords

Likelihood ratio testAsymptotic distributionOptimal solutionChi-bar-squared distributionNonlinear inequality constraints

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30)

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Cited in

(13)

• Dominance of likelihood ratio tests under cone constraints
• Adaptive critical value for constrained likelihood ratio testing
• Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom
• Likelihood ratio tests in linear models with linear inequality restrictions on regression coefficients
• Empirical likelihood ratio tests for the linear regression model with inequality constraints
• Likelihood-based inference under nonconvex boundary constraints
• Concave regression: value-constrained estimation and likelihood ratio-based inference
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
• scientific article; zbMATH DE number 3913436 (Why is no real title available?)
• An appraisal of some aspects of statistical inference under inequality constraints
• scientific article; zbMATH DE number 1743690 (Why is no real title available?)
• A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
• Likelihood ratio test against a set of inequality constraints

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