A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters

DOI10.1016/j.econlet.2011.07.018zbMath1274.62932OpenAlexW2045516160MaRDI QIDQ427110

Yu-Chin Hsu, Stephen G. Donald

Publication date: 13 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.07.018

zbMATH Keywords

hypothesis testingmultivariate nonlinear one-sided testsnonlinear inequality constraints tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Improving the Power of Tests of Stochastic Dominance

Cites Work

• A Reality Check for Data Snooping
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
• Stepwise Multiple Testing as Formalized Data Snooping

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