Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems

@inproceedings{Banerjee2005LikelihoodRT,
  title={Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems},
  author={Moulinath Banerjee},
  year={2005}
}
We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n rate of convergence of the maximum likelihood estimator, non-Gaussian limit distributions and the non-existence of ffiffiffi n p -regular estimators. We have shown elsewhere that under a null hypothesis of the type w(z0) 1⁄4 h0 (w being the monotone function of interest) in non-standard problems of the above kind, the likelihood ratio statistic has a universal limit… CONTINUE READING
2 Citations
18 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-10 of 18 references

Likelihood ratio inference in regular and nonregular problems

  • M. Banerjee
  • PhD dissertation,
  • 2000
Highly Influential
12 Excerpts

Estimation of isotonic regression

  • H. D. Brunk
  • M. L. Puri),
  • 1970
Highly Influential
5 Excerpts

Estimation of a unimodal density

  • B. L. S. Prakasa Rao
  • Sankhy  a Ser . A
  • 1969
Highly Influential
4 Excerpts

Order restricted statistical inference

  • T. Robertson, F. T. Wright, R. L. Dykstra
  • 1988
Highly Influential
2 Excerpts

Estimation of a monotone density or monotone hazard under random

  • Birkhäuser, J. Basel. Huang, J. Wellner
  • 1995

Estimation of a monotone density or monotone hazard under random censoring

  • Y. Huang, C. Zhang
  • Scand . J . Statist .
  • 1995

Similar Papers

Loading similar papers…