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Pflug, G.C. 
ORCID: https://orcid.org/0000-0001-8215-3550 & Futschik, A.
(1998).
The likelihood-ratio test for simple tree order: A useful asymptotic expansion.
Journal of Statistical Planning and Inference 70 (1) 57-68. 10.1016/S0378-3758(97)00170-5.
Abstract
We derive new approximations for the likelihood ratio statistics that are used in testing hypotheses involving simple tree order. They are based on asymptotics when the number of populations tends to infinity and variances are equal.
As an application quantiles are obtained that are much easier to calculate than exact critical values or the gamma-approximation usually proposed in literature. Our quantitles also provide often better approximations than those known in literature.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Likelihood ratio test; Asymptotics for increasing dimension of parameter space; Projection estimates; Simple tree order; Asymptotic quantiles |
| Research Programs: | Risk, Modeling, Policy (RMP) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 02:09 |
| Last Modified: | 27 Aug 2021 17:16 |
| URI: | https://pure.iiasa.ac.at/5406 |
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