Asymptotic distribution of the likelihood ratio test statistic in the multisample case (Q2702811)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the likelihood ratio test statistic in the multisample case |
scientific article |
Statements
13 March 2001
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hypotheses approximable by cones
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likelihood ratio test
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linear hypotheses
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local alternatives
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local asymptotic normality
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multipopulation case
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Asymptotic distribution of the likelihood ratio test statistic in the multisample case (English)
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Classical results on the asymptotic distribution of the likelihood ratio test statistic are extended to the multipopulation setting. The assertions include a statement on the asymptotic distribution in the case of linear hypotheses and a statement on the asymptotic distribution for hypotheses approximable by cones. The latter framework includes usual smooth hypotheses and is dealt with under validity of local alternatives.
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