Asymptotic normality of test statistics under alternative hypotheses
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
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;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:100:y:2009:i:5:p:936-945. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.