Asymptotic distribution of the likelihood ratio test statistic in the multisample case
type: Item
instance of: scholarly article
zbMATH Open document ID: 0957.62011
author: František Rublík
publication date: 2001-03-13T00:00:00Z
full work available at URL: https://eudml.org/doc/32019
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 1575494
zbMATH Keywords: hypotheses approximable by cones
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: linear hypotheses
zbMATH Keywords: local alternatives
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: multipopulation case
MaRDI profile type: Publication
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title: Asymptotic distribution of the likelihood ratio test statistic in the multisample case
published in: Mathematica Slovaca
review text: Classical results on the asymptotic distribution of the likelihood ratio test statistic are extended to the multipopulation setting. The assertions include a statement on the asymptotic distribution in the case of linear hypotheses and a statement on the asymptotic distribution for hypotheses approximable by cones. The latter framework includes usual smooth hypotheses and is dealt with under validity of local alternatives.
description: scientific article