Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom
利用数据依赖自由度处理边界约束的似然比检验
When the null hypothesis constrains parameters to the boundary of the parameter space, the asymptotic null distribution of the likelihood ratio statistic is often a mixture of chi-squared distributions, giving rise to the so-called chi-bar test, where weights can depend on the true unknown parameter and be difficult to calculate. We consider the test that conditions on the observed number of null hypothesis parameters in the interior of the parameter space. This approach…