Asymptotics for likelihood ratio tests of boundary points with singular information and unidentifiable nuisance parameters
Abstract
We establish the asymptotic distribution of likelihood ratio tests when nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary, and the information matrix of the identifiable parameters may be singular. Mixture models, change point models and genetic linkage analysis exhibit all three features simultaneously. Under the null hypothesis the limit is the supremum of a chi-bar-squared process, whose marginal distributions are mixtures of chi-squared distributions with weights depending on the nuisance parameter; under local alternatives it is the supremum of a noncentral chi-bar-squared process. Unlike prior work on singular information, where singularity stems from the parameter of interest and changes the limit's form, here it occurs only at isolated values of the nuisance parameter, and under additional conditions the limit keeps its nonsingular form. Classical boundary results and application-specific results for mixtures, change points and linkage analysis are recovered and extended.
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BibTeX
@misc{ekvall2026asymptotics,
title = {{Asymptotics for likelihood ratio tests of boundary points with singular information and unidentifiable nuisance parameters}},
author = {Karl Oskar Ekvall and Ola Hössjer and Matteo Bottai and J. M. Patrik Albin},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2605.08471},
eprint = {2605.08471},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.08471},
}
RIS
TY - UNPB
TI - Asymptotics for likelihood ratio tests of boundary points with singular information and unidentifiable nuisance parameters
AU - Karl Oskar Ekvall
AU - Ola Hössjer
AU - Matteo Bottai
AU - J. M. Patrik Albin
PY - 2026
DA - 2026/10/14
PB - arXiv
DO - 10.48550/arxiv.2605.08471
UR - https://arxiv.org/abs/2605.08471
AB - We establish the asymptotic distribution of likelihood ratio tests when nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary, and the information matrix of the identifiable parameters may be singular. Mixture models, change point models and genetic linkage analysis exhibit all three features simultaneously. Under the null hypothesis the limit is the supremum of a chi-bar-squared process, whose marginal distributions are mixtures of chi-squared distributions with weights depending on the nuisance parameter; under local alternatives it is the supremum of a noncentral chi-bar-squared process. Unlike prior work on singular information, where singularity stems from the parameter of interest and changes the limit's form, here it occurs only at isolated values of the nuisance parameter, and under additional conditions the limit keeps its nonsingular form. Classical boundary results and application-specific results for mixtures, change points and linkage analysis are recovered and extended.
ER -