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On Asymptotically Optimal Tests Under Loss of Identifiability in Semiparametric Models
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile likelihood are constructed and shown to be asymptotically optimal un...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2009
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2864541/ https://ncbi.nlm.nih.gov/pubmed/20454527 |
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