IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v95y2005i1p37-49.html
   My bibliography  Save this article

Asymptotically optimal tests for parametric functions against ordered functional alternatives

Author

Listed:
  • Tsai, Ming-Tien
  • Sen, Pranab Kumar

Abstract

There are hypothesis testing problems for (nonlinear) functions of parameters against functional ordered alternatives for which a reduction to a conventional order-restricted hypothesis testing problem may not be feasible. While such problems can be handled in an asymptotic setup, among the available choices, it is shown that the union-intersection principle may have certain advantages over the likelihood principle or its ramifications. An application to a genomic model is also considered.

Suggested Citation

  • Tsai, Ming-Tien & Sen, Pranab Kumar, 2005. "Asymptotically optimal tests for parametric functions against ordered functional alternatives," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 37-49, July.
    • Handle: RePEc:eee:jmvana:v:95:y:2005:i:1:p:37-49
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00155-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nayak, Tapan K & Gastwirth, Joseph L, 1989. "The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 453-460, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tsai, Ming-Tien & Sen, Pranab Kumar, 2010. "Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1559-1573, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The RQE-CAPM : New insights about the pricing of idiosyncratic risk," CIRANO Working Papers 2021s-28, CIRANO.
    2. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
    3. Rassou R., 1993. "Statistical measurement of gender wage differentials," ILO Working Papers 992920693402676, International Labour Organization.
    4. Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The political reception of innovations," Cahiers de recherche 2107, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    5. repec:ilo:ilowps:292069 is not listed on IDEAS
    6. Dionne, Georges & Koumou, Gilles Boevi, 2018. "Machine Learning and Risk Management: SVDD Meets RQE," Working Papers 18-6, HEC Montreal, Canada Research Chair in Risk Management.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:95:y:2005:i:1:p:37-49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.