PERFORMANCE OF LIKELIHOOD RATIO TEST WHEN MODEL IS INCORRECT

被引：58
作者：
FOUTZ, RV
SRIVASTAVA, RC
机构：
[1] VIRGINIA POLYTECH INST & STATE UNIV,BLACKSBURG,VA 24061
[2] OHIO STATE UNIV,DEPT STAT,COLUMBUS,OH 43210
来源：
ANNALS OF STATISTICS | 1977年 / 5卷 / 06期
关键词：
D O I：
10.1214/aos/1176344003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：1183 / 1194
页数：12
相关论文
共 50 条
[21]   ON A LIKELIHOOD RATIO TEST FOR INDEPENDENCE [J].
ALLAIRE, J ;
LEPAGE, Y .
STATISTICS & PROBABILITY LETTERS, 1991, 11 (05) :449-452
[22]   POWER OF LIKELIHOOD RATIO TEST [J].
EFRON, B .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (03) :802-&
[23]   Robustness of likelihood ratio tests:: Hypothesis testing under incorrect models [J].
Köse, C ;
Wesel, RD .
CONFERENCE RECORD OF THE THIRTY-FIFTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, VOLS 1 AND 2, 2001, :1738-1742
[24]   A Generalized Likelihood Ratio Test for Adaptive Gas Turbine Performance Monitoring [J].
Borguet, S. ;
Leonard, O. .
JOURNAL OF ENGINEERING FOR GAS TURBINES AND POWER-TRANSACTIONS OF THE ASME, 2009, 131 (01)
[25]   Generalized Likelihood Ratio Test Performance for Cooperative Radar-Communications [J].
Richmond, Christ D. .
2018 CONFERENCE RECORD OF 52ND ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS, AND COMPUTERS, 2018, :957-961
[26]   The residual likelihood ratio test for the variance ratio in a linear model with two variance components [J].
Li, YL ;
Birkes, D ;
Thomas, DR .
BIOMETRICAL JOURNAL, 1996, 38 (08) :961-972
[27]   Penalized likelihood estimation: Convergence under incorrect model [J].
Gu, C .
STATISTICS & PROBABILITY LETTERS, 1998, 36 (04) :359-364
[28]   Penalized likelihood estimation: Convergence under incorrect model [J].
Gu, C. .
Statistics & Probability Letters, 36 (04)
[29]   Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative [J].
Andrews, DWK ;
Ploberger, W .
ANNALS OF STATISTICS, 1995, 23 (05) :1609-1629
[30]   Estimating negative likelihood ratio confidence when test sensitivity is 100%: A bootstrapping approach [J].
Marill, Keith A. ;
Chang, Yuchiao ;
Wong, Kim F. ;
Friedman, Ari B. .
STATISTICAL METHODS IN MEDICAL RESEARCH, 2017, 26 (04) :1936-1948
12345