Asymptotically optimal tests for parametric functions against ordered functional alternatives
There are hypothesis testing problems for (nonlinear) functions of parameters against functional ordered alternatives for which a reduction to a conventional order-restricted hypothesis testing problem may not be feasible. While such problems can be handled in an asymptotic setup, among the available choices, it is shown that the union-intersection principle may have certain advantages over the likelihood principle or its ramifications. An application to a genomic model is also considered.
Year of publication: |
2005
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Authors: | Tsai, Ming-Tien ; Sen, Pranab Kumar |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 95.2005, 1, p. 37-49
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Publisher: |
Elsevier |
Keywords: | Gini-Simpson index Genomic sequence Hamming distance Marginal likelihood function Nearly convex and prox-regular Union-intersection principle |
Saved in:
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