Asymptotic distribution of the likelihood ratio test statistic in the multisample case

František Rublík

Mathematica Slovaca (1999)

  • Volume: 49, Issue: 5, page 577-598
  • ISSN: 0139-9918

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Rublík, František. "Asymptotic distribution of the likelihood ratio test statistic in the multisample case." Mathematica Slovaca 49.5 (1999): 577-598. <http://eudml.org/doc/32019>.

@article{Rublík1999,
author = {Rublík, František},
journal = {Mathematica Slovaca},
keywords = {hypotheses approximable by cones; likelihood ratio test; linear hypotheses; local alternatives; local asymptotic normality; multipopulation case},
language = {eng},
number = {5},
pages = {577-598},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Asymptotic distribution of the likelihood ratio test statistic in the multisample case},
url = {http://eudml.org/doc/32019},
volume = {49},
year = {1999},
}

TY - JOUR
AU - Rublík, František
TI - Asymptotic distribution of the likelihood ratio test statistic in the multisample case
JO - Mathematica Slovaca
PY - 1999
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 49
IS - 5
SP - 577
EP - 598
LA - eng
KW - hypotheses approximable by cones; likelihood ratio test; linear hypotheses; local alternatives; local asymptotic normality; multipopulation case
UR - http://eudml.org/doc/32019
ER -

References

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  1. BARNDORF-NIELSEN O. E.-COX D. R., Inference and Asymptotics, Chapmann & Hall, London, 1994. (1994) MR1317097
  2. BICKEL P. J.-KLAASSEN, C A. J.-RITOV Y.-WELLNER J. A., Efficient and Adaptive Estimation for Semiparametric Models, John Hopkins University Press, Baltimore, 1993. (1993) Zbl0786.62001MR1245941
  3. BILLINGSLEY P., Convergence of Probability Measures, Wiley & Sons, New York, 19G8. (19G8) MR1700749
  4. CHERNOFF H., On the distribution of the likelihood ratio, Ann. Math. Statist. 25 (1954), 573 578. (1954) Zbl0056.37102MR0065087
  5. DAVIDSON R. R.-LEVER W. L., The limiting distribution of the likelihood ratio statistic under a class of local alternatives, Sankhyã Ser. A 32 (1970), 209-224. (1970) Zbl0217.51003MR0297050
  6. FEDER P. I., On the distribution ofthe log likelihood ratio test statistic when the true parameter is "near" the boundaries of the hypothesis regions, Ann. Math. Statist. 39 (1968), 2044-2055. (1968) MR0234553
  7. HÁJEK J.-ŠIDÁK Z., Theory of Rank Tests, Academia, Prague, 1967. (1967) Zbl0161.38102MR0229351
  8. INAGAKI N., Asymptotic relations between the likelihood estimating function and the maximum likelihood estimate, Ann. Inst. Statist. Math. 25 (1973), 1-26. (1973) MR0339388
  9. RAO C. R., Linear Statistical Inference and Its Applications, Wiley & Sons, New York, 1965. (1965) Zbl0137.36203MR0221616
  10. RAO C. R.-MITRA S. K., Generalized Inverse of Matrices and its Applications, Wiley & Sons, New York, 1971. (1971) Zbl0236.15005MR0338013
  11. SEN P. K.-SINGER M., Large Sample Methods in Statistics, Chapmann & Hall, London, 1993. (1993) Zbl0867.62003MR1293125
  12. SERFLING R. J., Approximation Theorems of Mathematical Statistics, Wiley & Sons, New York, 1980. (1980) Zbl0538.62002MR0595165
  13. WRIGHT F. T.-ROBERTSON T.-DYKSTRA R. L., Order Restricted Statistical Infcrence, Wiley & Sons, New York, 1988. (1988) 

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