The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
推导了非线性模型中涉及线性或非线性不等式约束的假设检验的独特性质，通过一个引理刻画最不利参数值集合，并用两个例子说明其含义，对实证应用和解释有指导意义。
This paper derives several properties unique to nonlinear model hypothesis testing problems involving linear or nonlinear inequality constraints in the null or alternative hypothesis. The paper is organized around a lemma which characterizes the set containing the least favorable parameter value for a nonlinear model inequality constraints hypothesis test. We then present two examples which illustrate several implications of this lemma. We also discuss the impact of these properties on the empirical implementation and interpretation of these test procedures.