On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary

DOI10.1007/s13571-011-0022-zzbMath1230.62021OpenAlexW1987587408MaRDI QIDQ641797

Leonid Kopylev, Bimal Kumar Sinha

Publication date: 25 October 2011

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-011-0022-z

zbMATH Keywords

quadratic formsone-sided testsnuisance parameters on the boundaryparameters of interest on the boundary

Mathematics Subject Classification ID

Related Items (8)

Rejecting the Majorana nature of dark matter with electron scattering experiments ⋮ Constrained parameters in applications: review of issues and approaches ⋮ Improved inference for a boundary parameter ⋮ On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary ⋮ Subvector inference when the true parameter vector may be near or at the boundary ⋮ Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment ⋮ Statistical inference for distributions with one Poisson conditional ⋮ Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models

Uses Software

• R

Cites Work

• Unnamed Item
• On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
• Calculating Asymptotic Significance Levels of the Constrained Likelihood Ratio Test with Application to Multivariate Genetic Linkage Analysis
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• On asymptotic tests of composite hypotheses in nonstandard conditions
• On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
• On the Distribution of the Likelihood Ratio

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