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316613

A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints

Article

Last updated: 05 Jan 2025

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Tags

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Abstract

The asymptotic chi-square distribution of the likelihood ratio statistic -2 log λ for testing equality constraints, as developed earlier by Silvey, is extended to the case of singular information matrices.

DOI

10.21608/esju.1983.316613

Keywords

Asymptotic Chi-Square, Information Matrices, Likelihood Ratio Statistic, Limiting Distribution, Testing Equality Constraints

Authors

First Name

Abdalla

Last Name

El-Helbawy

MiddleName

T.

Affiliation

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Email

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City

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Orcid

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First Name

Naeem

Last Name

Soliman

MiddleName

A.

Affiliation

-

Email

-

City

-

Orcid

-

Volume

27

Article Issue

2

Related Issue

43413

Issue Date

1983-12-01

Receive Date

2023-09-07

Publish Date

1983-12-01

Page Start

62

Page End

71

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316613.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316613

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints

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Type

Article

Created At

28 Dec 2024