testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances

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	testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances
	Zhu Rong; Zhou Sherry Z F
	2014
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	27 期号:6 页码:1204
摘要	This 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.
语种	英语
资助项目	[National Natural Science Foundation of China] ; [National Bureau of Statistics of China]
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/36120
专题	系统科学研究所
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 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.