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641
EMPIRICAL ENVELOPE MLE AND LR TESTS
"... We study in this paper some nonparametric inference problems where the nonparametric maximum likelihood estimator (NPMLE) are not well defined. However, if we enlarge the parameter space, the NPMLE will be well defined. We propose to gradually shrink the enlarged parameter space by placing more and ..."
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We study in this paper some nonparametric inference problems where the nonparametric maximum likelihood estimator (NPMLE) are not well defined. However, if we enlarge the parameter space, the NPMLE will be well defined. We propose to gradually shrink the enlarged parameter space by placing more and more restrictions on the parameter space, producing a sequence of (envelope) estimators. The approach is a counter part of the sieve MLE (Grenander, 1981). Several different problems where this method can be applied effectively are discussed. The detailed treatment of 2sample location problem is presented, including a Wilks type theorem for the empirical envelope likelihood ratio statistic and the asymptotic distribution of the empirical envelope MLE of location.
ML ESTIMATION AND LR TESTS FOR THE MULTIVARIATE NORMAL DISTRIBUTION WITH PATTERNED MEAN AND COVARIANCE MATRIX. CCMPLETE AND Incomplete Data Cases
, 1984
"... In this study we investigate maximum likelihood (ML) estimation and likelihood ratio (LR) tests for the multivariate normal distribution with mean vector ~ and covariance matrix k following the linear structures: 11 = Xr< and]:; = I T G, where X and G are properly defined ~ ~. g g~g ~ ~g know ..."
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In this study we investigate maximum likelihood (ML) estimation and likelihood ratio (LR) tests for the multivariate normal distribution with mean vector ~ and covariance matrix k following the linear structures: 11 = Xr< and]:; = I T G, where X and G are properly defined ~ ~. g g~g ~ ~g
〈Lr 〉 = Lr(x) , (3)
, 2006
"... We investigate the Polyakov loop in different representations of SU(3) in pure gauge at finite T. We discuss Casimir scaling for the Polyakov loop in the deconfined phase and test and generalize the renormalization procedure for the Polyakov loop from [ 1] to arbitrary representations. In the confin ..."
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We investigate the Polyakov loop in different representations of SU(3) in pure gauge at finite T. We discuss Casimir scaling for the Polyakov loop in the deconfined phase and test and generalize the renormalization procedure for the Polyakov loop from [ 1] to arbitrary representations
LIKELIHOOD RATIO TESTING FOR COINTEGRATION RANKS IN I(2) MODELS
"... Abstract: This paper presents the likelihood ratio (LR) test for the number of cointegrating and multicointegrating relations in the I(2) vector autoregressive model. It is shown that the asymptotic distribution of the LR test for the (multi) cointegration ranks is identical to the asymptotic dist ..."
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Abstract: This paper presents the likelihood ratio (LR) test for the number of cointegrating and multicointegrating relations in the I(2) vector autoregressive model. It is shown that the asymptotic distribution of the LR test for the (multi) cointegration ranks is identical to the asymptotic
Maximal Invariant Likelihood Based Testing of SemiLinear Models
, 2004
"... In this paper, we use a maximal invariant likelihood (MIL) to construct two likelihood ratio (LR) tests. The first involves testing for the inclusion of a nonlinear regressor and the second involves testing of a linear regressor against the alternative of a nonlinear regressor. We report the resul ..."
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Cited by 1 (1 self)
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In this paper, we use a maximal invariant likelihood (MIL) to construct two likelihood ratio (LR) tests. The first involves testing for the inclusion of a nonlinear regressor and the second involves testing of a linear regressor against the alternative of a nonlinear regressor. We report
Likelihood Ratio Tests with ThreeWay Tables
, 2009
"... Likelihood ratio (LR) tests for association and for interaction are examined for threeway contingency tables, in particular, the widely used 2 × 2 ×K table. Mutual information identities are used to characterize the information decomposition and the logical relationship between the omnibus LR test ..."
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Likelihood ratio (LR) tests for association and for interaction are examined for threeway contingency tables, in particular, the widely used 2 × 2 ×K table. Mutual information identities are used to characterize the information decomposition and the logical relationship between the omnibus LR test
LR(k) Testing is AverageCase Complete
"... In this note, we show that LR(k) testing of contextfree grammars with respect to random instances is manyone complete for DistNP (Distributional NP). The same result holds for testing whether a contextfree grammar is LL(k), strong LL(k), SLR(k), LC(k) or strong LC(k), respectively. ..."
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Cited by 1 (0 self)
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In this note, we show that LR(k) testing of contextfree grammars with respect to random instances is manyone complete for DistNP (Distributional NP). The same result holds for testing whether a contextfree grammar is LL(k), strong LL(k), SLR(k), LC(k) or strong LC(k), respectively.
Canonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order
"... In this paper a Canonical Correlation Analysis CCA is used to test the hypothesis r r against the alternative r r Such a test ips the null and alternative hypotheses of Johansens LR test and can be used jointly with the LR test to construct a condence set for the cointegra tion rank As the latt ..."
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In this paper a Canonical Correlation Analysis CCA is used to test the hypothesis r r against the alternative r r Such a test ips the null and alternative hypotheses of Johansens LR test and can be used jointly with the LR test to construct a condence set for the cointegra tion rank
Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
, 1997
"... Likelihood ratio (LR) tests for the cointegrating rank of a vector autoregressive (VAR) process have been developed under different assumptions regarding deterministic terms. For instance, nonzero mean terms and linear trends have been accounted for in some of the tests. In this paper we provide a g ..."
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Cited by 18 (7 self)
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Likelihood ratio (LR) tests for the cointegrating rank of a vector autoregressive (VAR) process have been developed under different assumptions regarding deterministic terms. For instance, nonzero mean terms and linear trends have been accounted for in some of the tests. In this paper we provide a
Results 1  10
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641