Power of the Lagrange multiplier test for certain subdiagonal bilinear models
Guegan, Dominique ; Ngatchou Wandji, Joseph
HAL, halshs-00199314 / Harvested from HAL
Text on HAL
We investigate the local power of the Lagrange multiplier test against a sequence of bilinear alternatives contiguous to the null hypothesis. Simulation experiments show that the experimental power agrees with the theoretical power, and that these powers are good.
Publié le : 1996-09-05
Classification:  Bilinear models,  Lagrange multiplier test,  Contiguity,  Power of tests,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00199314,
     author = {Guegan, Dominique and Ngatchou Wandji, Joseph},
     title = {Power of the Lagrange multiplier test for certain subdiagonal bilinear models},
     journal = {HAL},
     volume = {1996},
     number = {0},
     year = {1996},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00199314}
}

Guegan, Dominique; Ngatchou Wandji, Joseph. Power of the Lagrange multiplier test for certain subdiagonal bilinear models. HAL, Tome 1996 (1996) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00199314/