Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
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DOI：
10.1214/aos/1176324316
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发表时间：
1995-10-01
影响因子：
4.5
通讯作者：
Ploberger, W
中科院分区：
文献类型：
--
作者：
Andrews, DWK;Ploberger, W
本文针对一类一般测试问题建立了似然比 (LR) 测试的渐进可接受性，其中仅在备择假设下存在干扰参数。本文还建立了 LR 检验的有限样本可接受性，用于检验已知方差的高斯线性回归模型中出现的此类问题。
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.