Likelihood Ratio Tests for Monotone Functions

  title={Likelihood Ratio Tests for Monotone Functions},
  author={Moulinath Banerjee and J. A. Wellner},
We study the problem of testing for equality at a xed point in the setting of nonparametric estimation of a monotone function. The likelihood ratio test for this hypothesis is derived in the particular case of interval censoring (or current status data) and its limiting distribution is obtained. The limiting distribution is that of the integral of the di erence of the squared slope processes corresponding to a canonical version of the problem involving Brownian motion + t and greatest convex… CONTINUE READING
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