Estimating and testing generalized linear models under inequality restrictions (Q1342783): Difference between revisions

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+Q3223709
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+Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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+Asymptotic testing theory for generalized linear models
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+Q4739659
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+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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+Wald Criteria for Jointly Testing Equality and Inequality Restrictions
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+A multivariate analogue of the one-sided test
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+Quasi-likelihood functions
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+On the Fitting of Generalized Linear Models with Nonnegativity Parameter Constraints
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+Restricted Estimation of Generalized Linear Models
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+One-Sided Significance Tests for Generalized Linear Models under Dichotomous Response
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+Algorithms for nonlinear constraints that use lagrangian functions
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+The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
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+Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
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+Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
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+An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
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+The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
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+Algorithm AS 225: Minimizing Linear Inequality Constrained Mahalanobis Distances
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