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Yong Chen University of Pennsylvania

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On the asymptotic behavior of the likelihood ratio test statistic under nonstandard conditions
22 September 2016 from 4:00 PM to 5:00 PM
201 Thomas Building
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Yong ChenIn this talk, we consider the asymptotic distribution of the likelihood ratio statistic $T$ for hypothesis testing. We consider several important likelihoods including pseudolikelihood (Gong and Samaniego, 1981) and composite likelihood (Lindsay, 1988). We provide the asymptotic distribution of $T$ under the null hypothesis. We also extend our results to a new test by conditioning on the observed data. Examples in parametric and semiparametric models will be provided.


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