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