Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix (Q4962455)
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scientific article; zbMATH DE number 6971467
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English | Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix |
scientific article; zbMATH DE number 6971467 |
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Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix (English)
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2 November 2018
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constrained and ordered inference
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generalized inverse
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modified likelihood ratio test (mlrt)
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Moore-Penrose inverse
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(nearly) singular variance matrix
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