scholarly journals Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives

2018 ◽  
Author(s):  
Lucas Gallindo
Keyword(s):  
Probability Density ◽  
Likelihood Ratio ◽  
Power Loss ◽  
Likelihood Ratio Tests ◽  
Probability Densities ◽  
Lehmann Alternative

We compute the loss of power in likelihood ratio tests when we test the original parameter of a probability density extended by the first Lehmann alternative.

scholarly journals Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

2019 ◽  
Vol 38 (8) ◽  
pp. 881-898
Author(s):  
Josep Lluís Carrion-i-Silvestre ◽  
Dukpa Kim
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Tests

A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

2016 ◽  
Vol 59 (1) ◽  
pp. 192-215 ◽  
Author(s):  
Katarzyna Filipiak ◽  
Daniel Klein ◽  
Anuradha Roy
Keyword(s):  
Covariance Matrix ◽  
Likelihood Ratio ◽  
Score Test ◽  
Likelihood Ratio Tests ◽  
Rao's Score Test
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