The likelihood ratio under noncontiguous alternatives

DOI10.2307/3315788zbMath0911.62018OpenAlexW2013057854MaRDI QIDQ4378576

Edit Gombay

Publication date: 5 March 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315788

zbMATH Keywords

likelihood ratio testOrnstein-Uhlenbeck processpowerexponential family of distributions

Mathematics Subject Classification ID

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

Related Items (5)

Editor’s special invited paper: On the efficient score vector in sequential monitoring ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Sequential Change-Point Detection and Estimation ⋮ Sequential change-point detection with likelihood ratios

Cites Work

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• On sequential versions of the generalized likelihood ratio test
• The weighted sequential likelihood ratio
• Large Deviations Theory in Exponential Families
• On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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