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.
CITATION STYLE
Guegan, D., & Ngatchou Wandji, J. (1996). Power of the Lagrange multiplier test for certain subdiagonal bilinear models. Statistics and Probability Letters, 29(3), 201–212. https://doi.org/10.1016/0167-7152(95)00174-3
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