这份报纸为与球状地对称的骚乱在线性回归模型测试 multivariate 不平等限制的有效性开发一个 Wald 统计数值,并且在 0 和 nonnull 假设下面导出测试统计数值的分布。测试的力量然后被讨论。数字评估也被执行为错误在跟随 multivariate student-t (山) 分布的盒子检验测试的力量表演。
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.