| Title:
|
Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
5 |
| Year:
|
1981 |
| Pages:
|
380-393 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F05 |
| idZBL:
|
Zbl 0486.62028 |
| idMR:
|
MR648210 |
| . |
| Date available:
|
2009-09-24T17:23:16Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125506 |
| . |
| Reference:
|
[1] R. R. Bahadur: An optimal property of the likelihood ratio statistics.Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles 1965, 13-26. MR 0216637 |
| Reference:
|
[2] R. R. Bahadur M. Raghavachari: Some asymptotic properties of the likelihood ratio on general sample space.Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles 1970, 129-152. MR 0400500 |
| Reference:
|
[3] H. Chernoff: A measure of asymptotic efficiency for tests of hypothesis based on the sum of observations.Ann. Math. Statist. 23 (1952), 493-507. MR 0057518 |
| Reference:
|
[4] M. P. Korhonen: The robustness of some simultaneous test procedures in the one-way analysis of variance.Abstracts of the Twelfth European Meeting of Statisticians, Varna 1979, 134-135. |
| Reference:
|
[5] A. Perez: Generalization of Chernoff's result on the asymptotic discernibility of two random processes.Transactions of Ninth European Meeting of Statisticians, Budapest 1972, 619-631. |
| Reference:
|
[6] G. G. Roussas: Contiguity of Probability Measures.Cambridge University Press, Cambridge 1972. Zbl 0265.60003, MR 0359099 |
| Reference:
|
[7] J. Á. Víšek: A note on the assumptions used to find an asymptotic distribution of the likelihood ratio.Proceedings of the Second Prague Symposium on Asymptotic Statistics, Prague 1978, 321-326. |
| Reference:
|
[8] J. Á. Víšek: On the continuity of the minimal $\aplha$-entropy.Kybernetika 17 (1981), 1, 32-44. MR 0629347 |
| Reference:
|
[9] A. Wald: Test of statistical hypothesis concerning several parameters, when the number of observations is large.Trans. Amer. Math. Soc. 54 (1943), 426-482. MR 0012401 |
| Reference:
|
[10] S. S. Wilks: The large sample distribution of the likelihood ratio for testing composite hypothesis.Ann. Math. Statist. 9 (1938), 60-62. |
| . |
