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Moderate deviation principle for different types of classical likelihood ratio tests.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 7, p2599-2616. 18p. - Publication Year :
- 2024
-
Abstract
- This paper focuses on the likelihood ratio test (LRT) statistics for different hypothesis tests. Assuming that a random sample is from a normal population, we make the sample size n and the dimension p close to infinity and satisfy p < n − c for some 1 ≤ c ≤ 4. Based on this assumption, the moderate deviation principle (MDP) for the LRT will be given under the null hypothesis. The corresponding numerical simulation results are shown at the end of the paper. [ABSTRACT FROM AUTHOR]
- Subjects :
- *STATISTICAL hypothesis testing
*STATISTICAL sampling
*NULL hypothesis
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 175794828
- Full Text :
- https://doi.org/10.1080/03610926.2022.2144376