Likelihood Ratio Test for and Against Nonlinear Inequality Constraints

被引：0
作者：
Xinsheng Liu
机构：
[1] Nanjing University of Aeronautics andAstronautics,Institute of Nano Science
[2] Nanjing University of Aeronautics and Astronautics,College of Science
来源：
Metrika | 2007年 / 65卷
关键词：
Nonlinear inequality constraints; Chi-bar-squared distribution; Likelihood ratio test; Asymptotic distribution; Optimal solution;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In applied statistics a finite dimensional parameter involved in the distribution function of the observed random variable is very often constrained by a number of nonlinear inequalities. This paper is devoted to studying the likelihood ratio test for and against the hypothesis that the parameter is restricted by some nonlinear inequalities. The asymptotic null distributions of the likelihood ratio statistics are derived by using the limits of the related optimization problems. The author also shows how to compute critical values for the tests.
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页码：93 / 108
页数：15
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