The LRT statistic converges in distribution to the supremum of a bar-chi-squared process under the null and a noncentral version under local alternatives, with the same form whether or not the information matrix is singular due to the nuisance parameter.
Self and Kung-Yee Liang
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Asymptotics for likelihood ratio tests of boundary points with singular information and unidentifiable nuisance parameters
The LRT statistic converges in distribution to the supremum of a bar-chi-squared process under the null and a noncentral version under local alternatives, with the same form whether or not the information matrix is singular due to the nuisance parameter.