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On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems

This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, θ = (γ, η), H(0) : γ = γ(0), based on the pseudolikelihood L(θ, ϕ̂), where ϕ̂ is a consistent estimator of ϕ, the nuisance parameter. We show that the asymptotic dist...

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Autori principali: Chen, Yong, Liang, Kung-Yee
Natura: Artigo
Lingua:Inglês
Pubblicazione: Oxford University Press 2010
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC3372243/
https://ncbi.nlm.nih.gov/pubmed/22822249
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asq031
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