AbstractIn this article, likelihood ratio tests (LRTs) are developed for detecting that stochastic trends of binary responses are ordered between 2×k contingency tables. We provide a simple iterative algorithm for the maximum likelihood estimators under the order restriction and construct the LRTs using those estimators. All the distributional results of these tests are based on the large sampling theory. The finite-sample behaviors of these tests are investigated through a simulation study. As an illustration of these tests, we analyze a set of data on wheeziness of smoking coalminers
Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in e...
Testing the cointegrating rank of a vector autoregressive process with an intercept is considered. I...
Markov regime switching models are widely considered in economics and \u85nance. Although there have...
AbstractIn this article, likelihood ratio tests (LRTs) are developed for detecting that stochastic t...
We introduce the use of stochastic ordering for defining treatment-related trend in clustered exchan...
We consider testing for and against decreasing in transposition in KxKxK contingency tables. We show...
Cointegration theory provides a flexible class of statistical models that combine long-run relations...
We construct a trend test with exchangeable clustered binary data. The definition of the trend is ba...
The problem of testing a dose-response relationship in the presence of exchangeably correlated binar...
Abstract: This paper presents the likelihood ratio (LR) test for the number of cointegrating and mul...
International audienceThis article deals with nonparametric permutation testing methods for repeated...
Very sparse contingency tables with a multiplicative structure are studied. The number of unspecifie...
Likelihood ratio tests of over-identifying restrictions on the common trends loading matrices in I(2...
AbstractTests for comparing a multivariate response on a control and on a treatment population are c...
We propose a new type of stochastic ordering which imposes a monotone tendency in differences betwee...
Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in e...
Testing the cointegrating rank of a vector autoregressive process with an intercept is considered. I...
Markov regime switching models are widely considered in economics and \u85nance. Although there have...
AbstractIn this article, likelihood ratio tests (LRTs) are developed for detecting that stochastic t...
We introduce the use of stochastic ordering for defining treatment-related trend in clustered exchan...
We consider testing for and against decreasing in transposition in KxKxK contingency tables. We show...
Cointegration theory provides a flexible class of statistical models that combine long-run relations...
We construct a trend test with exchangeable clustered binary data. The definition of the trend is ba...
The problem of testing a dose-response relationship in the presence of exchangeably correlated binar...
Abstract: This paper presents the likelihood ratio (LR) test for the number of cointegrating and mul...
International audienceThis article deals with nonparametric permutation testing methods for repeated...
Very sparse contingency tables with a multiplicative structure are studied. The number of unspecifie...
Likelihood ratio tests of over-identifying restrictions on the common trends loading matrices in I(2...
AbstractTests for comparing a multivariate response on a control and on a treatment population are c...
We propose a new type of stochastic ordering which imposes a monotone tendency in differences betwee...
Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in e...
Testing the cointegrating rank of a vector autoregressive process with an intercept is considered. I...
Markov regime switching models are widely considered in economics and \u85nance. Although there have...