Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model

Jan Ámos Víšek

Kybernetika (1981)

  • Volume: 17, Issue: 5, page 380-393
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model." Kybernetika 17.5 (1981): 380-393. <http://eudml.org/doc/28661>.

@article{Víšek1981,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {likelihood ratio test; simple hypothesis; asymptotic rate of convergence of error probabilities; dependence of observations; model deviation},
language = {eng},
number = {5},
pages = {380-393},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model},
url = {http://eudml.org/doc/28661},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 5
SP - 380
EP - 393
LA - eng
KW - likelihood ratio test; simple hypothesis; asymptotic rate of convergence of error probabilities; dependence of observations; model deviation
UR - http://eudml.org/doc/28661
ER -

References

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  1. R. R. Bahadur, An optimal property of the likelihood ratio statistics, Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles 1965, 13-26. (1965) MR0216637
  2. R. R. Bahadur M. Raghavachari, Some asymptotic properties of the likelihood ratio on general sample space, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles 1970, 129-152. (1970) MR0400500
  3. H. Chernoff, A measure of asymptotic efficiency for tests of hypothesis based on the sum of observations, Ann. Math. Statist. 23 (1952), 493-507. (1952) MR0057518
  4. M. P. Korhonen, The robustness of some simultaneous test procedures in the one-way analysis of variance, Abstracts of the Twelfth European Meeting of Statisticians, Varna 1979, 134-135. (1979) 
  5. A. Perez, Generalization of Chernoff's result on the asymptotic discernibility of two random processes, Transactions of Ninth European Meeting of Statisticians, Budapest 1972, 619-631. (1972) 
  6. G. G. Roussas, Contiguity of Probability Measures, Cambridge University Press, Cambridge 1972. (1972) Zbl0265.60003MR0359099
  7. J. Á. Víšek, A note on the assumptions used to find an asymptotic distribution of the likelihood ratio, Proceedings of the Second Prague Symposium on Asymptotic Statistics, Prague 1978, 321-326. (1978) 
  8. J. Á. Víšek, On the continuity of the minimal -entropy, Kybernetika 17 (1981), 1, 32-44. (1981) MR0629347
  9. A. Wald, Test of statistical hypothesis concerning several parameters, when the number of observations is large, Trans. Amer. Math. Soc. 54 (1943), 426-482. (1943) MR0012401
  10. S. S. Wilks, The large sample distribution of the likelihood ratio for testing composite hypothesis, Ann. Math. Statist. 9 (1938), 60-62. (1938) 

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