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Zhu Rong; Zhou Sherry Z F
Source Publicationjournalofsystemsscienceandcomplexity
AbstractThis paper develops a Wald statistic for testing the validity of multivariate inequality constraints in linear regression models with spherically symmetric disturbances, and derive the distributions of the test statistic under null and nonnull hypotheses. The power of the test is then discussed. Numerical evaluations are also carried out to examine the power performances of the test for the case in which errors follow a multivariate student-t (Mt) distribution.
Funding Project[National Natural Science Foundation of China] ; [National Bureau of Statistics of China]
Document Type期刊论文
Recommended Citation
GB/T 7714
Zhu Rong,Zhou Sherry Z F. testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances[J]. journalofsystemsscienceandcomplexity,2014,27(6):1204.
APA Zhu Rong,&Zhou Sherry Z F.(2014).testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances.journalofsystemsscienceandcomplexity,27(6),1204.
MLA Zhu Rong,et al."testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances".journalofsystemsscienceandcomplexity 27.6(2014):1204.
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