Tests against inequality constraints in semiparametric models

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We consider the problem of testing that a subvector of a finite dimensional parameter is zero against that it satisfies some inequality constraints in a semiparametric model. To our knowledge, this problem has not been studied in the literature in a general context. Huang (Ann. Statist. 24 (1996) 540) developed maximum likelihood estimation in a class of semiparametric models, and Choi et al. (Ann. Statist. 24 (1996) 84) developed efficient tests against unrestricted alternatives in a large class of semiparametric models which includes the adaptable ones. In this paper, we introduce local tests as a general approach to developing tests against inequality constraints, and apply them in different semiparametric models. In particular, we apply our local tests to develop adaptive tests and efficient tests in the classes of semiparametric models studied by Huang (1996) and Choi et al. (1996), thus extending their results to inequality constrained framework.

Original languageEnglish
Pages (from-to)307-320
Number of pages14
JournalJournal of Statistical Planning and Inference
Issue number1-2
Publication statusPublished - 1 Sep 2002


  • Adaptive tests
  • Efficient tests
  • Infinite dimensional nuisance parameter
  • Isotonic regression
  • One-side tests
  • Order restricted inference
  • Stochastic ordering

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