Multiple comparison and the likelihood ratio testing

DOI10.1080/03461238.1986.10413794zbMATH Open0652.62021OpenAlexW2320813313MaRDI QIDQ3798037

Erling Sverdrup

Publication date: 1986

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413794

zbMATH Keywords

likelihood ratio testcritical pointmaximum likelihood estimateschi-square distributionsimultaneous confidence intervalscontrastscategorical datadegrees of freedommultinomial modelhomogeneity testingScheffé methodchi-square goodness of fit testingDarmois-Koopman exponential classesdelta multiple comparison methodmultinomial situationsrestrictive multinomial models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust inference in contingency tables. I
• On the Distribution of the Likelihood Ratio

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