Results 61 to 70 of about 1,574,107 (185)
Joint Tests for Zero Restrictions on Non-negative Regression Coefficients [PDF]
Three tests for zero restrictions on regression coefficients that are known to be nonnegative are considered: the classical F test, the likelihood ratio test, and a one-sided t test in a particular direction. Critical values for the likelihood ratio test
Hillier, Grant
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The Invisibility of Gender in War [PDF]
, 1994 The generalized likelihood ratio (GLR) test is a widely used method for detecting abrupt changes in linear systems and signals. In this paper the marginalized likelihood ratio (MLR) test is introduced for eliminating three shortcomings of GLR while ...
Vojdik, Valorie K.
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Detection of weak transient broadband signals: Subspace and likelihood ratio test approaches
Science TalksWe investigate the detection of a weak transient broadband signal, and compare a polynomial subspace detection approach to a likelihood ratio test.
Cornelius A.D. Pahalson +2 more
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A Novel Ship Detector Based on the Generalized-Likelihood Ratio Test for SAR Imagery
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2017 Ship detection with synthetic aperture radar (SAR) images, acquired at different working frequencies, is presented in this paper where a novel technique is proposed based on the generalized-likelihood ratio test (GLRT).
Pasquale Iervolino, Raffaella Guida
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A Two-Sample Non-Parametric Likelihood Ratio Test [PDF]
This paper proposes a test for the hypothesis that two samples have the same distribution. The likelihood ratio test of Portnoy (1988) is applied in the context of the consistent series density estimator of Crain (1974) and Barron and Sheu (1991).
Patrick Marsh
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DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY [PDF]
The objective of this paper is to analyze the finite sample performance of two variants of the likelihood ratio test for detecting a level shift in uncorrelated conditionally heteroscedastic time series.
Daniel Peña +2 more
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"Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments" [PDF]
This paper studies the properties of Likelihood Ratio (LR) tests associated with the limited information maximum likelihood (LIML) estimators in a structural form estimation when the number of instrumental variables is large.
Yukitoshi Matsushita
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The likelihood ratio test for the rank of a cointegration submatrix [PDF]
This paper proposes a likelihood ratio test for rank-dficiency of a sub- matrix of the cointegrating matrix. Special cases of the test include the one of invalid normalization in systems of cointegrating equations, the feasibility of permanent-transitory
Paruolo Paolo
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A loss function approach to model specification testing and its relative efficiency
, 2013 The generalized likelihood ratio (GLR) test proposed by Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] and Fan and Yao [Nonlinear Time Series: Nonparametric and Parametric Methods (2003) Springer] is a generally applicable nonparametric inference
Hong, Yongmiao, Lee, Yoon-Jin
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Journal of Statistical Software, 2016 The statistical analysis of circular, multivariate circular, and spherical data is very important in different areas, such as paleomagnetism, astronomy and biology.
Juan José Fernández-Durán +1 more
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