Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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Publication:3942247
DOI10.2307/1912529zbMath0483.62058OpenAlexW2078864692MaRDI QIDQ3942247
Christian Gouriéroux, Alberto Holly, Alain Monfort
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912529
equality constraintsinequality constraintsLagrange multiplier testmixture of chi-square distributions
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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