Asymptotic normality of test statistics under alternative hypotheses
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References listed on IDEAS
- Alexander Shapiro, 1982. "Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(2), pages 187-199, June.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
- Yuan, Ke-Hai & Hayashi, Kentaro & Bentler, Peter M., 2007. "Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1262-1282, July.
- McManus, Douglas A., 1991. "Who Invented Local Power Analysis?," Econometric Theory, Cambridge University Press, vol. 7(02), pages 265-268, June.
- R. Golden, 2003. "Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models," Psychometrika, Springer;The Psychometric Society, vol. 68(2), pages 229-249, June.
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- repec:spr:psycho:v:82:y:2017:i:2:d:10.1007_s11336-017-9572-y is not listed on IDEAS
- Chun, So Yeon & Alexander, Shapiro, 2009. "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper 17310, University Library of Munich, Germany.
- Hao Wu & Michael Browne, 2015. "Random Model Discrepancy: Interpretations and Technicalities (A Rejoinder)," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 619-624, September.
More about this item
Keywordsprimary; 62F05 secondary; 62H25; 62E20 Stochastic optimization Likelihood ratio test statistic Asymptotic normality Asymptotic bias Nonnested models Moment (covariance) structures Discrepancy functions;
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