A General Formulation for the Large-Sample Behaviour of a Class of Hypothesis Test Statistics

Ross Maller, Maryam Ghodsi

    Research output: Contribution to journalArticlepeer-review

    Abstract

    We bring together some strands of development concerning restricted likelihood ratio estimation and testing, including boundary hypothesis testing,
    going back to pioneering papers of Aitchison, Silvey and Chernoff for motivation. Thus, cases where the parameters are connected by a number of functional relationships, which may involve natural restrictions on the parameters
    and/or restrictions imposed by a null hypothesis, as well as situations where
    the null and alternate hypotheses place the true parameter at the boundary
    of disjoint subsets of the parameter space, are considered. Our asymptotic
    results are proved under clearly specified and minimal assumptions, which
    are probably close to the weakest possible. We illustrate with an example for
    distributions defined on the unit sphere in Rd .
    Original languageEnglish
    Number of pages40
    JournalSankhya A
    Volume87
    Publication statusPublished - 2024

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