Amendments and Corrections: Improved Likelihood Ratio Statistics for Exponential Family Nonlinear Models

Biometrika ◽  
1991 ◽  
Vol 78 (4) ◽  
pp. 935
Author(s):  
Gauss M. Cordeiro ◽  
Gilberto A. Paula
1994 ◽  
Vol 46 (2) ◽  
pp. 373-388 ◽  
Author(s):  
Dankmar Böhning ◽  
Ekkehart Dietz ◽  
Rainer Schaub ◽  
Peter Schlattmann ◽  
Bruce G. Lindsay

Author(s):  
Adele A. Mitchell ◽  
Jeannie Tamariz ◽  
Kathleen O‘Connell ◽  
Nubia Ducasse ◽  
Mechthild Prinz ◽  
...  

Author(s):  
Andrew D. Barbour

AbstractIt is shown that the Wilks large sample likelihood ratio statistic λn, for testing between composite hypotheses Θ0 ⊂ Θ1 on the basis of a sample of size n, behaves as n varies like a diffusion process related to an equilibrium Ornstein-Uhlenbeck process, whenever the null hypothesis is true. This fact is used to construct large sample sequential tests based on λn, which are the same whatever the underlying distributions. In particular, the underlying distributions need not belong to an exponential family.


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