In the past two decades, striking examples of allegedly inferior likelihood ratio tests (LRT)
have appeared in the statistical literature. These examples, which arise in multiparameter …

The problem of detecting randomness in the coefficients of an AR (p) model, that is, the
problem of testing ordinary AR (p) dependence against the alternative of a random …

The geometry of hypothesis testing over convex cones: Generalized likelihood ratio tests
and minimax radii Page 1 The Annals of Statistics 2019, Vol. 47, No. 2, 994–1024 https://doi.org/10.1214/18-AOS1701 …

Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are
known in which they perform very poorly The present paper discusses a large class of …

We consider a testing problem in which a normal mean vector is at the origin under the null
hypothesis and in a cone under the alternative and the covariance matrix is unknown …

When the null or alternative hypothesis of a statistical testing problem is a union of finitely
many regions of varying dimensionality, the likelihood ratio test is statistically inappropriate …

Under a multinormal distribution with an arbitrary unknown covariance matrix, the main
purpose of this paper is to propose a framework to achieve the goal of reconciliation of …

High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under
convex constraints Page 1 The Annals of Statistics 2022, Vol. 50, No. 1, 376–406 …

This article is motivated by the problem of estimating contrast in a one‐way ANOVA model
with restrictions in the parameter vector. We prove that when the restrictions are given by a …

Halfline tests studied in this paper are t type tests for testing inequality constraints under the
alternative hypothesis. An appealing example of such tests in the literature is to find a …