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Titel:

Likelihood ratio tests and singularities

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Drton, Mathias
Abstract:
Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models that satisfy standard probabilistic regularity conditions. We show that the assumptions of Chernoff’s theorem hold for semi-algebraic sets such that the asymptotics are determined by the tangent cone at the true...     »
Stichworte:
Algebraic statistics, factor analysis, large sample asymptotics, semi-algebraic set, tangent cone
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
The Annals of Statistics
Jahr:
2009
Band / Volume:
37
Jahr / Monat:
2009-03
Quartal:
1. Quartal
Monat:
Mar
Heft / Issue:
2
Seitenangaben Beitrag:
979-1012
Sprache:
en
Volltext / DOI:
doi:10.1214/07-aos571
WWW:
Project Euclid
Verlag / Institution:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Publikationsdatum:
10.03.2009
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