Testing inequality constraints in a linear regression model with spherically symmetric disturbances

DOI10.1007/s11424-014-1150-0zbMath1310.62088MaRDI QIDQ2341587

Rong Zhu, Sherry Z. F. Zhou

Publication date: 27 April 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-1150-0

zbMATH Keywords

Wald test; inequality constraint; spherically symmetric distribution

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F05: Asymptotic properties of parametric tests

Uses Software

• AS 122

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing inequality constraints in linear econometric models
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Estimating and testing generalized linear models under inequality restrictions
• Hypothesis testing with a restricted parameter space
• The exact density and distribution functions of the inequality constrained and pre-test estimators
• On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Estimating the error variance after a pre-test for an inequality restriction on the coefficients
• Minimum mean-squared error estimation in linear regression with an inequality constraint
• The non-optimality of the inequality restricted estimator under squared error loss
• On the Robustness of LM, LR, and W Tests in Regression Models
• Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Algorithm AS 122: Weights for One-Sided Multivariate Inference
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Approximate probability integrals and critical values for Bartholomew's test for ordered means
• On the Sampling Performance of an Improved Stein Inequality Restricted Estimator
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
• One-Sided Testing Problems in Multivariate Analysis
• Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
• ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
• A multivariate analogue of the one-sided test
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss