Results 1  10
of
36,871
On Likelihood Ratio tests of Trend
, 1975
"... Suppose we have a random sample from a multinomial distribution with K parameters PI ' P2 ' •• • 'PK (,r Pi=1) • Three likelihood ratio tests about ..."
Abstract
 Add to MetaCart
Suppose we have a random sample from a multinomial distribution with K parameters PI ' P2 ' •• • 'PK (,r Pi=1) • Three likelihood ratio tests about
On likelihood ratio tests
 IMS Lecture Notesmonograph Series 49
, 2006
"... Abstract: Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
Abstract: Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative
Likelihood ratio tests and singularities
 Ann. Statist
, 2008
"... Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models that satisf ..."
Abstract

Cited by 21 (5 self)
 Add to MetaCart
Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
 Journal of Applied Econometrics
, 1999
"... This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansentype likelihood ratio tests for cointegration. These are carried out in the context of the models recently proposed by Pesaran, Shin, and Smith (1997) that ..."
Abstract

Cited by 299 (11 self)
 Add to MetaCart
This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansentype likelihood ratio tests for cointegration. These are carried out in the context of the models recently proposed by Pesaran, Shin, and Smith (1997
LIKELIHOOD RATIO TESTS FOR RELATIONSHIPS
, 1982
"... lesearch under Contract aAD.Y. Reproduction in whole or in part is permitted for any purpose of the United States Government. AIR TOMl OWKCE OW1 =NI~rVC 3amm n:LOTE 01? TSPIMITTAL TO MIC This tachnilOl report hbs been reView"d A Is approved for public relesso 1AW AFI 1901t. Distribut ion is U ..."
Abstract

Cited by 5 (1 self)
 Add to MetaCart
lesearch under Contract aAD.Y. Reproduction in whole or in part is permitted for any purpose of the United States Government. AIR TOMl OWKCE OW1 =NI~rVC 3amm n:LOTE 01? TSPIMITTAL TO MIC This tachnilOl report hbs been reView"d A Is approved for public relesso 1AW AFI 1901t. Distribut ion is U41iuitOd. UTm?. Dan E l p _ *.," A',ecosston o
Likelihood ratio tests for monotone functions
 ANN. STATIST
, 2001
"... We study the problem of testing for equality at a fixed point in the setting of nonparametric estimation of a monotone function. The likelihood ratio test for this hypothesis is derived in the particular case of interval censoring (or current status data) and its limiting distribution is obtained. T ..."
Abstract

Cited by 47 (24 self)
 Add to MetaCart
We study the problem of testing for equality at a fixed point in the setting of nonparametric estimation of a monotone function. The likelihood ratio test for this hypothesis is derived in the particular case of interval censoring (or current status data) and its limiting distribution is obtained
A likelihoodratio test of monophyly
 Syst. Biol
, 1996
"... Abstract.—Many phylogenetic analyses are inspired by or depend upon the monophyly of a group specified a priori. Also, many evolutionary problems for which phytogenies are useful do not require every detail of the phylogeny to be estimated correctly but depend upon the monophyly (or lack thereof) of ..."
Abstract

Cited by 17 (3 self)
 Add to MetaCart
) of a particular group. We propose a likelihoodratio test that compares whether the best trees estimated with and without the constraint of monophyly are significantly different. Simulation suggests that the test is conservative when the null hypothesis (a particular specified constraint) is correct
Bahadur efficiency of the likelihood ratio test ∗
, 2005
"... We present a new approach to study the Bahadur efficiency of likelihood tests. Our approach is based on the large deviation principle for empirical processes. We prove that the likelihood ratio test is Bahadur asymptotically optimal under mild sufficient conditions. Our results apply to common famil ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
We present a new approach to study the Bahadur efficiency of likelihood tests. Our approach is based on the large deviation principle for empirical processes. We prove that the likelihood ratio test is Bahadur asymptotically optimal under mild sufficient conditions. Our results apply to common
LIKELIHOOD RATIO TESTS AND SINGULARITIES 1
, 2009
"... Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models that satisf ..."
Abstract
 Add to MetaCart
Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models
Results 1  10
of
36,871