Testing for and against a set of inequality constraints: The \(k\)-sample case

DOI10.1016/J.JSPI.2008.06.008zbMath1156.62321OpenAlexW2000849160MaRDI QIDQ1007482

J. Martínez

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.06.008

zbMATH Keywords

Lagrange multiplierslikelihood ratiosimulationsinequality constraintsorthant probabilitieschi-bar square

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (1)

Multiple Comparisons with Control Under Stochastic Ordering: Controlling FDR

Uses Software

• QSIMVN

Cites Work

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• Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality
• Restricted multinomial maximum likelihood estimation based upon Fenchel duality
• The analysis of contingency tables under inequality constraints
• A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
• Constrained Statistical Inference
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Likelihood ratio test against a set of inequality constraints
• A multivariate analogue of the one-sided test

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