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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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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