相关论文: Likelihood ratio tests and singularities

We consider a joint asymptotic framework for studying semi-nonparametric regression models where (finite-dimensional) Euclidean parameters and (infinite-dimensional) functional parameters are both of interest. The class of models in…

When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…

Rare and Weak models for multiple hypothesis testing assume that only a small proportion of the tested hypotheses concern non-null effects and the individual effects are only moderately large, so they generally do not stand out…

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature to hold in general topological spaces. We also present a…

The present paper considers testing an Erdos--Renyi random graph model against a stochastic block model in the asymptotic regime where the average degree of the graph grows with the graph size n. Our primary interest lies in those cases in…

Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental…

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

Semiclassical asymptotics for linear Schr\"odinger equations with non-smooth potentials give rise to ill-posed formal semiclassical limits. These problems have attracted a lot of attention in the last few years, as a proxy for the treatment…

We study the likelihood ratio test in general mixture models where the base density is parametric, the null is a known fixed mixing distribution, and the alternative is a general mixing distribution supported on a bounded parameter space.…

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

This paper presents the asymptotic distributions of a general likelihood-based test statistic, derived using results of Wilks and Wald. The general form of the test statistic incorporates the test statistics and associated asymptotic…

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

Recent work has shown that statistical arguments, seemingly well-justified in higher dimensions, can also be used to derive reasonable, albeit less accurate, estimates of the largest Lyapunov exponent ${\chi}$ in lower-dimensional…

Population quantiles are important parameters in many applications. Enthusiasm for the development of effective statistical inference procedures for quantiles and their functions has been high for the past decade. In this article, we study…

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…