Hello. I wonder if you could help me with something. I'm reading a comment to a paper, and the author states that sometimes, even though the estimators may not be consistent, a LR or QLR test power can still converge to 1 as data observed tends to infinity (test consistency). How and when does this happen? Do you know of some bibliography?
much obliged ;)
@Glen_b, @gung. Forgot to tag you in previous comment. Sorry (I hope it's fine to ask for your help on this subject here in the chat) ;)