A Curious Example Involving the Likelihood Ratio Test against One-Sided Hypotheses

American Statistician

Volumn 51, Issue 2, 1997, Pages 178-180

  Silvapulle, Mervyn J ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

Nonstandard conditions; Order restricted inference; Wald tests

Indexed keywords

EID: 0031524015     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1997.10473957     Document Type: Article

References (6)

1. Gourieroux, C., Holly, A., and Monfort, A. (1982), “Likelihood Ratio Test, Wald Test and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters,” Econometrica, 50, 63-80.
2. Perlman, M. D. (1969), “One-Sided Testing Problems in Multivariate Analysis,” The Annals of Mathematical Statistics, 40, 549-567.
3. Robertson, T., Wright, F. T., and Dykstra, R. L. (1988), Order-Restricted Statistical Inference, New York: Wiley.
4. Shapiro, A. (1985), “Asymptotic Distribution of a Test Statistic in the Analysis of Moment Structures Under Inequality Constraints,” Biometrika, 72, 133-144.
5. Shapiro, A. (1988), “Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis,” International Statistical Review, 56, 4962.
6. Silvapulle, M. J., and Silvapulle, P. (1995), “A Score Test Against OneSided Alternatives,” Journal of the American Statistical Association, 90, 342-349.