Hypothesis testing with a restricted parameter space
DOI10.1016/S0304-4076(97)00083-3zbMATH Open0947.62014OpenAlexW2065376442MaRDI QIDQ1379919FDOQ1379919
Authors: Donald W. K. Andrews
Publication date: 18 October 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00083-3
Recommendations
linear regressionnonlinear modelsoptimal testsone-sided alternativesdirected testsweighted average power
Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Parametric inference under constraints (62F30)
Cites Work
- Title not available (Why is that?)
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- Title not available (Why is that?)
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- Title not available (Why is that?)
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- On the Distribution of the Likelihood Ratio
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
- Testing inequality constraints in linear econometric models
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Joint one-sided tests of linear regression coefficients
- Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
- One-Sided Testing Problems in Multivariate Analysis
- On the Power Function of the Analysis of Variance Test
- Modified Lagrange multiplier tests for problems with one-sided alternatives
- Testing linear inequality constraints in the standard linear model
- Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative
- Likelihood ratio tests for order restrictions in exponential families
- Locally optimal one-sided tests for multiparameter hypotheses
- Joint tests for zero restrictions on nonnegative regression coefficients
Cited In (18)
- Inference for negativist theory using numerically computed rejection regions
- Title not available (Why is that?)
- Hypothesis testing in a generic nesting framework for general distributions
- Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
- Nonparametric Partial Sequential Tests for Patterned Alternatives in Multisample Problems
- Testing inequality constraints in a linear regression model with spherically symmetric disturbances
- Model equivalence tests in a parametric framework
- The structure of US food demand
- Testing joint hypotheses when one of the alternatives is one-sided
- On testing a class of restricted hypotheses
- Improved power of one-sided tests
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models
- Title not available (Why is that?)
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- On testing against restricted alternatives for penrose model
- Bahadur intercept with applications to one-sided testing
- Local sensitivity and diagnostic tests
- Title not available (Why is that?)
This page was built for publication: Hypothesis testing with a restricted parameter space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1379919)