Asymptotic normality of test statistics under alternative hypotheses

DOI10.1016/j.jmva.2008.09.008zbMath1157.62038OpenAlexW1982804322MaRDI QIDQ1006673

Alexander Shapiro

Publication date: 25 March 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.09.008

zbMATH Keywords

stochastic optimizationasymptotic normalityasymptotic biaslikelihood ratio test statisticdiscrepancy functionsmoment (covariance) structuresnonnested models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Stochastic programming (90C15) Asymptotic properties of parametric tests (62F05)

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Random model discrepancy: interpretations and technicalities (A rejoinder), Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling

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