CSpace  > 系统科学研究所
testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances
Zhu Rong; Zhou Sherry Z F
2014
Source Publicationjournalofsystemsscienceandcomplexity
ISSN1009-6124
Volume27Issue:6Pages:1204
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.
Language英语
Funding Project[National Natural Science Foundation of China] ; [National Bureau of Statistics of China]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/36120
Collection系统科学研究所
Affiliation中国科学院数学与系统科学研究院
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhu Rong]'s Articles
[Zhou Sherry Z F]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhu Rong]'s Articles
[Zhou Sherry Z F]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhu Rong]'s Articles
[Zhou Sherry Z F]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.