Testing inequality constraints in a linear regression model with spherically symmetric disturbances
文献类型：期刊论文
| 作者 | Zhu Rong; Zhou Sherry Z F |
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2014 |
| 卷号 | 27期号:6页码:1204-1212 |
| 关键词 | SQUARED ERROR LOSS SAMPLING PERFORMANCE RESTRICTED ESTIMATOR HYPOTHESIS PRETEST COEFFICIENTS PARAMETER VARIANCE PRICES Inequality constraint spherically symmetric distribution Wald test |
| ISSN号 | 1009-6124 |
| 其他题名 | TESTING INEQUALITY CONSTRAINTS IN A LINEAR REGRESSION MODEL WITH SPHERICALLY SYMMETRIC DISTURBANCES |
| 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 |
| CSCD记录号 | CSCD:5314392 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/56865]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 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. Testing inequality constraints in a linear regression model with spherically symmetric disturbances[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(6):1204-1212. |
| APA | Zhu Rong,&Zhou Sherry Z F.(2014).Testing inequality constraints in a linear regression model with spherically symmetric disturbances.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(6),1204-1212. |
| MLA | Zhu Rong,et al."Testing inequality constraints in a linear regression model with spherically symmetric disturbances".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.6(2014):1204-1212. |
入库方式： OAI收割
来源：数学与系统科学研究院
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