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316617

A Note on the Asymptotic Properties of Constrained ML Estimators Under a Class of Local Alternatives When the Information Matrix is Singular

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Last updated: 28 Dec 2024

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Abstract

This paper is concerned with hypothesis testing situations stated in terms of orthonormal constraints on the parameters involved in the distribution functions of random variables under local alternatives when the information matrix is singular. Likelihood equations are derived and existence of likelihood estimators emerging from solving these equations is demonstrated. Asymptotic properties of obtained likelihood estimators and the likelihood ratio statistic - 2log λ are developed.

DOI

10.21608/esju.1982.316617

Keywords

Asymptotic Properties, Constrained Maximum Likelihood Estimators, hypothesis testing, Information matrix, Likelihood Equations, Local Alternatives

Authors

First Name

Abdalla

Last Name

El-Helbawy

MiddleName

T.

Affiliation

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Orcid

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Volume

26

Article Issue

1

Related Issue

43415

Issue Date

1982-06-01

Receive Date

2023-09-07

Publish Date

1982-06-01

Page Start

30

Page End

41

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316617.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316617

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 Asymptotic Properties of Constrained ML Estimators Under a Class of Local Alternatives When the Information Matrix is Singular

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Article

Created At

28 Dec 2024