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. ConsequentlyFor 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.
Articles by others on the same topic
There are currently no matching articles.