Skip to main content
Log in

A modified maximum likelihood test

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

If the supremum in the definition of the maximum likelihood test is replaced by the essential supremum, conditions for asymptotic optimality can be relaxed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Bahadur, R.R.: An optimal property of the likelihood ratio statistic. Proc. Fifth Berkeley Symp. Math. Statist. Prob.1, 1966, 13–26.

    Google Scholar 

  • Bahadur, R.R.: Some limit theorems in statistics. Reg. Conf. Ser. Appl. Math. SIAM, Philadelphia, Pennsylvania, 1971.

  • Brown, L.D.: Non-local asymptotic optimality of appropriate likelihood ratio tests. Ann. Math. Statist.42, 1971, 1206–1240.

    Google Scholar 

  • Landers, D.: Existence and consistency of modified minimum contrast estimates. Ann. Math. Statist.43, 1972, 74–83.

    Google Scholar 

  • Pfanzagl, J.: On the measurability and consistency of minimum contrast estimates. Metrika14, 1969, 249–272.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This research was supported in part by NSF research grant number GP 31123X.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Fabian, V. A modified maximum likelihood test. Metrika 24, 107–112 (1977). https://doi.org/10.1007/BF01893397

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01893397

Keywords

Navigation