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Volumn 25, Issue 3, 1997, Pages 417-423

The likelihood ratio under noncontiguous alternatives

Author keywords

Exponential family of distributions; Likelihood ratio test; Ornstein Uhlenbeck process; Power

Indexed keywords


EID: 0031285962     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315788     Document Type: Article
Times cited : (4)

References (12)
  • 2
    • 0018495539 scopus 로고
    • On sequential versions of the generalized likelihood ratio test
    • Barbour, A.D. (1979). On sequential versions of the generalized likelihood ratio test. Math. Proc. Cambridge Philos. Soc., 86, 85-90.
    • (1979) Math. Proc. Cambridge Philos. Soc. , vol.86 , pp. 85-90
    • Barbour, A.D.1
  • 3
    • 0010822163 scopus 로고
    • Non-local asymptotic optimality of appropriate likelihood ratio tests
    • Brown, L.D. (1971). Non-local asymptotic optimality of appropriate likelihood ratio tests. Ann. Math. Statist., 42, 1206-1240.
    • (1971) Ann. Math. Statist. , vol.42 , pp. 1206-1240
    • Brown, L.D.1
  • 4
    • 84972504048 scopus 로고
    • A limit theorem for the maximum of normalized sums of independent random variables
    • Darling, D.A., and Erdos, P. (1956). A limit theorem for the maximum of normalized sums of independent random variables. Duke Math. J., 23, 143-145.
    • (1956) Duke Math. J. , vol.23 , pp. 143-145
    • Darling, D.A.1    Erdos, P.2
  • 5
    • 0010827738 scopus 로고
    • The limiting distribution of the likelihood ratio statistic under a class of local alternatives
    • Davidson, R.R., and Lever, W.E. (1970). The limiting distribution of the likelihood ratio statistic under a class of local alternatives. Sankhyā Ser. A, 32, 209-224.
    • (1970) Sankhyā Ser. A , vol.32 , pp. 209-224
    • Davidson, R.R.1    Lever, W.E.2
  • 6
    • 0000928468 scopus 로고
    • Large deviations theory in exponential families
    • Efron, B., and Truax, D. (1968). Large deviations theory in exponential families. Ann. Math. Statist., 39, 1402-1424.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 1402-1424
    • Efron, B.1    Truax, D.2
  • 7
    • 0000614848 scopus 로고
    • On the distribution of the log likelihood ratio test statistic when the true parameter is "near" the boundaries
    • Feder, P.I. (1968). On the distribution of the log likelihood ratio test statistic when the true parameter is "near" the boundaries. Ann. Math. Statist., 39, 2044-2055.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 2044-2055
    • Feder, P.I.1
  • 9
    • 0030158680 scopus 로고    scopus 로고
    • The weighted sequential likelihood ratio
    • Gombay, E. (1996). The weighted sequential likelihood ratio. Canad. J. Statist., 24, 229-239.
    • (1996) Canad. J. Statist. , vol.24 , pp. 229-239
    • Gombay, E.1
  • 11
    • 0001149929 scopus 로고
    • Fixed alternatives and Wald's formulation of the noncentral asymptotic behavior of the likelihood ratio statistic
    • Stroud, T.W.F. (1972). Fixed alternatives and Wald's formulation of the noncentral asymptotic behavior of the likelihood ratio statistic. Ann. Math. Statist., 43, 447-454.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 447-454
    • Stroud, T.W.F.1
  • 12
    • 84925623234 scopus 로고
    • Tests of statistical hypotheses concerning several parameters when the number of observations is large
    • Wald, A. (1943). Tests of statistical hypotheses concerning several parameters when the number of observations is large. Trans. Amer. Math. Soc., 54, 426-482.
    • (1943) Trans. Amer. Math. Soc. , vol.54 , pp. 426-482
    • Wald, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.