testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances
文献类型：期刊论文
| 作者 | Zhu Rong ; Zhou Sherry Z F
|
| 刊名 | journalofsystemsscienceandcomplexity
 |
| 出版日期 | 2014 |
| 卷号 | 27期号:6页码:1204 |
| ISSN号 | 1009-6124 |
| 英文摘要 | 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. |
| 资助项目 | [National Natural Science Foundation of China] ; [National Bureau of Statistics of China] |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/36119]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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