Testing multiple inequality hypotheses: a smoothed indicator approach
From MaRDI portal
Publication:2512631
DOI10.1016/j.jeconom.2013.10.004zbMath1293.62123arXiv1206.6053OpenAlexW2255543713MaRDI QIDQ2512631
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.6053
testasymptotic exactnessbinding constraintsone-sided hypothesiscomposite nullcovariance singularityindicator smoothingmultiple inequalities
Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05)
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