Locally optimal one-sided tests for multiparameter hypotheses

DOI10.1080/07474939708800379zbMath0891.62011OpenAlexW1968973014MaRDI QIDQ4355163

Ping X. Wu, Maxwell L. King

Publication date: 25 June 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800379

zbMATH Keywords

nuisance parametersheteroscedasticityvariance componentsLagrange multiplier testlocally most mean powerful testautoregressive disturbancesmultiparameter one-sided alternative

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (15)

One-sided tests for independence of seemingly unrelated regression equations ⋮ ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION ⋮ Small-sample power of tests for inequality restrictions ⋮ Unbalanced panel data: a survey ⋮ Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Hypothesis testing with a restricted parameter space ⋮ Properties of Honda's test of random individual effects in non-linear regressions ⋮ NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY ⋮ Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies ⋮ Testing for autoregressive disturbances in a time series regression with missing observations ⋮ SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL ⋮ Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters ⋮ Deriving tests of the semi-linear regression model using the density function of a maximal invariant ⋮ Testing for Persistence in the Error Component Model: A One-Sided Approach ⋮ An appraisal of some aspects of statistical inference under inequality constraints

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