Some statistical implications of multivariate inequality constrained testing

DOI10.1080/03610929008830210zbMath0900.62284OpenAlexW2086664596MaRDI QIDQ3135389

Robert Bohrer, George G. Judge, Thomas A. Yancey

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830210

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Cites Work

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• Joint tests for zero restrictions on nonnegative regression coefficients
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
• Inequality Restrictions in Regression Analysis
• One-Sided Testing Problems in Multivariate Analysis
• Computer Evaluation of the Multivariate Normal Integral
• A multivariate analogue of the one-sided test
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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