Dominance of likelihood ratio tests under cone constraints

DOI10.1214/aos/1176348904zbMath0774.62057OpenAlexW2011081090MaRDI QIDQ1208662

José A. Menéndez, Cristina Rueda, Bonifacio Salvador

Publication date: 16 May 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348904

zbMATH Keywords

equivalencenormal distributiondominancelinear subspaceclosed convex coneobliquenessknown and unknown variancestesting restricted hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Related Items

High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Likelihood ratio tests for a class of non-oblique hypotheses ⋮ Correction to: Anomalies of the likelihood ratio test for testing restricted hypotheses ⋮ On the validity of the likelihood ratio and maximum likelihood methods ⋮ Efficient detection of random coefficients in autoregressive models ⋮ The emperor's new tests. (With comments and a rejoinder). ⋮ The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii ⋮ The one-way layout with ordered parameters: a survey of advances since 1988

This page was built for publication: Dominance of likelihood ratio tests under cone constraints