Small sample performance of large sample tests for tobit versusp-tobit
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Publication:3135422
DOI10.1080/00949659008811296zbMATH Open0775.62340OpenAlexW2040642556MaRDI QIDQ3135422FDOQ3135422
Authors: Choon-Geol Moon
Publication date: 7 October 1993
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811296
Cites Work
- Algorithm AS 122: Weights for One-Sided Multivariate Inference
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- On the Distribution of the Likelihood Ratio
- On asymptotic tests of composite hypotheses in nonstandard conditions
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- 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
- Ordered tests in the analysis of variance
- Estimation of limited dependent variable models by ordinary least squares and the method of moments
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
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