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Asymptotically optimal tests for parametric functions against ordered functional alternatives

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  • 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
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    References listed on IDEAS

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    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.
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    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.

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