MinP Score Tests with an Inequality Constrained Parameter Space
不等式约束参数空间中的最小p值得分检验
Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative hypothesis involves inequality constraints. However, existing score tests address only jointly testing all parameters of interest; a leading example is testing all ARCH parameters or variances of random coefficients being zero or not. In such…