Modified Lagrange multiplier tests for problems with one-sided alternatives

DOI10.1016/0304-4076(86)90065-5zbMath0604.62051OpenAlexW1986516778MaRDI QIDQ1083155

Alan J. Rogers

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90065-5

zbMATH Keywords

weak convergencenuisance parametersWald testone-sided alternativesconstrained maximum likelihood estimatorboundary of the parameter spaceconsistency of testsKuhn-Tucker testmodified Lagrange multiplier test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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