S1 {RationalExp}

Core part of the Statistic T

Description

This function implements the core part of the Cramer-von-Mises test statistic T, denoted by S in AS.

Usage

S1(m_bar, sigma_bar, M1, N_k, p)

Arguments

m_bar

the sample vector of moments for a specified vector $(h_a,r,y)$

sigma_bar

the sample covariance matrix of m_bar

M1

number of inequality moments

N_k

index of the $ h_a,r$ function considered

p

parameter p in the statistic

Value

a real number with the statistic evaluated