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 .
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 language | English |
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Number of pages | 40 |
Journal | Sankhya A |
Volume | 87 |
Publication status | Published - 2024 |