A simultaneous test in the presence of nested alternative hypotheses
A simultaneous test in the presence of nested alternative hypotheses
复制标题
存在嵌套替代假设的同时测试
DOI：
10.2307/3214352
复制
发表时间：
1986
影响因子：
1
通讯作者：
Yuzo Hosoya
中科院分区：
文献类型：
--
作者：
Yuzo Hosoya
本文研究了嵌套模型的广义似然比检验及其修正。给出了判定标准检验的临界值和错误率的算法，并给出了一类GLR检验的临界值表。文中提出的检验方法在时间序列模型选择中有一定的应用。
This paper considers the generalized likelihood ratio (GLR) test or its modification dealing with nested models. The algorithm for evaluating the critical values and the error-rates for the canonical tests are provided; a table of critical values of a class of GLR tests is also given. The test proposed in the paper has applications in time-series model selection.