Single-parameter boundary likelihood-ratio test

ID: single-parameter-boundary-likelihood-ratio-test

For a scalar parameter restricted to , test against with identifiable interior nuisance parameters. A locally quadratic regular likelihood has an efficient null score , and the constrained fit projects the unconstrained local maximizer onto the nonnegative half-line. Consequently
For a positive statistic, its asymptotic upper-tail p-value is half the ordinary one-degree chi-squared tail. Its 5% critical value is the 90th chi-squared percentile, approximately 2.7055. Additional boundary nuisance parameters or nonidentified mixture parameters can change this law.

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