A Note on the Asymptotic Properties of Constrained ML Estimators Under a Class of Local Alternatives When the Information Matrix is Singular | ||||
| The Egyptian Statistical Journal | ||||
| Article 2, Volume 26, Issue 1, June 1982, Page 30-41 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1982.316617 | ||||
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| Author | ||||
| Abdalla T. El-Helbawy | ||||
| Abstract | ||||
| This paper is concerned with hypothesis testing situations stated in terms of orthonormal constraints on the parameters involved in the distribution functions of random variables under local alternatives when the information matrix is singular. Likelihood equations are derived and existence of likelihood estimators emerging from solving these equations is demonstrated. Asymptotic properties of obtained likelihood estimators and the likelihood ratio statistic - 2log λ are developed. | ||||
| Keywords | ||||
| Asymptotic Properties; Constrained Maximum Likelihood Estimators; Hypothesis Testing; Information Matrix; Likelihood Equations; Local Alternatives | ||||
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