This paper considers classical hypothesis testing in the maximum likelihood (ML) and generalized method of moments (GMM) frameworks, where components of unconstrained (and constrained) estimates of a model may have various rates of convergence and their limiting distributions are asymptotically normally distributed. Sufficient conditions are established under which the likelihood ratio, efficie...

Author Contact: Lauren Dong, Statistics Canada; e-mail: [email protected]; FAX: (613) 951-3292 Abstract In this paper we derive an empirical likelihood type Wald (ELW)test for the problem testing for structural change in a linear regression model when the variance of error term is not known to be equal across regimes. The sampling properties of the ELW test are analyzed using Monte Carlo ...

We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald te...

With the technical assistance of \Iiss MAuIIEEN JENNER T HERE IS now considerable evidence to suggest that the hemorrhagic manifestations of thrombocytopenic purpura and certain other disorders are probably due largely to deranged platelet function rather than to a reduction in platelet numbers. It is, of course, true that associated vascular changes also play an important role in thrombocytope...

This paper presents a new random weighting method for estimation of one-sided confidence intervals in discrete distributions. It establishes random weighting estimations for the Wald and Score intervals. Based on this, a theorem of coverage probability is rigorously proved by using the Edgeworth expansion for random weighting estimation of the Wald interval. Experimental results demonstrate tha...

With the technical assistance of \Iiss MAuIIEEN JENNER T HERE IS now considerable evidence to suggest that the hemorrhagic manifestations of thrombocytopenic purpura and certain other disorders are probably due largely to deranged platelet function rather than to a reduction in platelet numbers. It is, of course, true that associated vascular changes also play an important role in thrombocytope...