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October, 1995 Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative
Donald W. K. Andrews, Werner Ploberger
Ann. Statist. 23(5): 1609-1629 (October, 1995). DOI: 10.1214/aos/1176324316

Abstract

This paper establishes the asymptotic admissibility of the likelihood ratio (LR) test for a general class of testing problems in which a nuisance parameter is present only under the alternative hypothesis. The paper also establishes the finite sample admissibility of the LR test for testing problems of this sort that arise in Gaussian linear regression models with known variance.

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Donald W. K. Andrews. Werner Ploberger. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative." Ann. Statist. 23 (5) 1609 - 1629, October, 1995. https://doi.org/10.1214/aos/1176324316

Information

Published: October, 1995
First available in Project Euclid: 11 April 2007

zbMATH: 0843.62023
MathSciNet: MR1370300
Digital Object Identifier: 10.1214/aos/1176324316

Subjects:
Primary: 62C15
Secondary: 62F03

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.23 • No. 5 • October, 1995
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