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June, 1991 Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses
J. A. Menendez, B. Salvador
Ann. Statist. 19(2): 889-898 (June, 1991). DOI: 10.1214/aos/1176348126

Abstract

The first anomaly in the L.R.T. for testing restricted hypotheses was observed by Warrack and Robertson. They found the L.R.T. for testing an order restriction in a normal model to be dominated by a different test. In this paper we deal with a more general situation in which the L. R. T. for testing a face of an acute cone is dominated by a different test that does not take into account some of the information in the model.

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J. A. Menendez. B. Salvador. "Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses." Ann. Statist. 19 (2) 889 - 898, June, 1991. https://doi.org/10.1214/aos/1176348126

Information

Published: June, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0734.62058
MathSciNet: MR1105850
Digital Object Identifier: 10.1214/aos/1176348126

Subjects:
Primary: 62F03
Secondary: 62H15

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 2 • June, 1991
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