论点最优Cox检验

On Point-Optimal Cox Tests

Econometric Theory · 1988
被引 3
人大 A-ABS 4

中文导读

证明King等人提出的点最优检验是Cox非嵌套假设检验的特例,为这类检验提供了统一框架,并揭示其具有精确分布。

Abstract

This paper is concerned with the general problem of testing one form of covariance structure against another in a normal linear regression. It is shown that all the point-optimal tests recently proposed by King and his associates can be interpreted as special cases of a Cox test for non-nested hypotheses. This provides a synthesis of a whole range of point-optimal tests as well as demonstrating that King and his associates have exposed a class of Cox tests which have an exact distribution.

Cox检验点最优检验协方差结构非嵌套假设