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Moderate deviation principle for different types of classical likelihood ratio tests.

Authors :
Bai, Yansong
Zhang, Yong
Liu, Congmin
Wang, Zhiming
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]

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
7
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
175794828
Full Text :
https://doi.org/10.1080/03610926.2022.2144376