Testing inequality constraints in a linear regression model with spherically symmetric disturbances

DOI10.1007/s11424-014-1150-0zbMath1310.62088MaRDI QIDQ2341587

Rong Zhu, Sherry Z. F. Zhou

Publication date: 27 April 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-1150-0

zbMATH Keywords

Wald test; inequality constraint; spherically symmetric distribution

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F05: Asymptotic properties of parametric tests

Uses Software

• AS 122