Empirical likelihood ratio tests for the linear regression model with inequality constraints |
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| Authors: | Li Chen |
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| Institution: | 1. School of Mathematics and Statistics, Yunnan University, Kunming, P.R. Chinalch@amss.ac.cn,chenlilc@ynu.edu.com |
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| Abstract: | AbstractIn this article, empirical likelihood is applied to the linear regression model with inequality constraints. We prove that asymptotic distribution of the adjusted empirical likelihood ratio test statistic is a weighted mixture of chi-square distribution. |
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| Keywords: | Chi-bar square Empirical likelihood Inequality hypothesis Linear regression model |
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