A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints
El-Helbawy, A., Soliman, N. (1983). A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints. EKB Journal Management System, 27(2), 62-71. doi: 10.21608/esju.1983.316613
Abdalla T. El-Helbawy; Naeem A. Soliman. "A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints". EKB Journal Management System, 27, 2, 1983, 62-71. doi: 10.21608/esju.1983.316613
El-Helbawy, A., Soliman, N. (1983). 'A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints', EKB Journal Management System, 27(2), pp. 62-71. doi: 10.21608/esju.1983.316613
El-Helbawy, A., Soliman, N. A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints. EKB Journal Management System, 1983; 27(2): 62-71. doi: 10.21608/esju.1983.316613

A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints

The Egyptian Statistical Journal
Article 3, Volume 27, Issue 2, December 1983, Page 62-71  XML PDF (5.97 MB)
Document Type: Original Article
DOI: 10.21608/esju.1983.316613
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Authors
Abdalla T. El-Helbawy* 1; Naeem A. Soliman2
1The United Arab Emirates University Al-Ain, United Arab Emirates
2Agrarian Reform Organization, Cairo, Egypt.
Abstract
The asymptotic chi-square distribution of the likelihood ratio statistic -2 log λ for testing equality constraints, as developed earlier by Silvey, is extended to the case of singular information matrices.
Keywords
Asymptotic Chi-Square; Information Matrices; Likelihood Ratio Statistic; Limiting Distribution; Testing Equality Constraints
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