scholarly journals Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models

1998 ◽  
Vol 39 (3) ◽  
pp. 763 ◽  
Author(s):  
Rene Garcia
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Markov Switching ◽  
Null Distribution ◽  
Ratio Test ◽  
Asymptotic Null Distribution ◽  
Markov Switching Models ◽  
Switching Models

scholarly journals Modified Likelihood Ratio Test for Sub-mean Vectors with Two-step Monotone Missing Data in Two-sample Problem

2021 ◽  
Vol 50 (1) ◽  
pp. 88-104
Author(s):  
Tamae Kawasaki ◽  
Takashi Seo
Keyword(s):  
Missing Data ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Null Distribution ◽  
Linear Interpolation ◽  
Ratio Test ◽  
Data Set ◽  
Chi Squared ◽  
Mean Vectors ◽  
Modified Likelihood

This article deals with the problem of testing for two normal sub-mean vectors when the data set have two-step monotone missing observations. Under the assumptions that the population covariance matrices are equal, we obtain the likelihood ratio test (LRT) statistic. Furthermore, an asymptotic expansion for the null distribution of the LRT statistic is derived under the two-step monotone missing data by the perturbation method. Using the result, we propose two improved statistics with good chi-squared approximation. One is the modified LRT statistic by Bartlett correction,and the other is the modified LRT statistic using the modification coefficient by linear interpolation. The accuracy of the approximations are investigated by using a Monte Carlo simulation. The proposed methods are illustrated using an example.

Sign in / Sign up

Export Citation Format

Share Document