Robust tests of inequality constraints and one-sided hypotheses in the linear model (Q4015822)
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scientific article; zbMATH DE number 69996
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| English | Robust tests of inequality constraints and one-sided hypotheses in the linear model |
scientific article; zbMATH DE number 69996 |
Statements
Robust tests of inequality constraints and one-sided hypotheses in the linear model (English)
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7 December 1992
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robust tests of inequality constraints
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one-sided hypotheses
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asymmetric error
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chi-bar squared distribution
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composite hypothesis
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likelihood ratio type test
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R-estimator
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long-tailed error distributions
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F- statistic
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Pitman asymptotic efficiency
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M-estimator
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least squares estimator
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0.8868297338485718
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0.8859235048294067
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0.8348546028137207
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0.8324365019798279
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