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.
Publié le : 1991-06-14
Classification:
Restricted inference,
likelihood ratio test,
acute cone,
62F03,
62H15
@article{1176348126,
author = {Menendez, J. A. and Salvador, B.},
title = {Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses},
journal = {Ann. Statist.},
volume = {19},
number = {1},
year = {1991},
pages = { 889-898},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348126}
}
Menendez, J. A.; Salvador, B. Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses. Ann. Statist., Tome 19 (1991) no. 1, pp. 889-898. http://gdmltest.u-ga.fr/item/1176348126/