Bilinear Form Test: Theoretical Properties and Applications

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dc.catalogadorjca
dc.contributor.advisorGalea Rojas, Manuel Jesús
dc.contributor.advisorOsorio, Felipe
dc.contributor.authorGárate Barraza, Ángelo Fabián
dc.contributor.otherPontificia Universidad Católica de Chile. Facultad de Matemáticas
dc.date.accessioned2025-03-24T16:12:08Z
dc.date.available2025-03-24T16:12:08Z
dc.date.issued2025
dc.date.updated2025-03-19T19:59:31Z
dc.descriptionTesis (Doctor en Estadísticas)--Pontificia Universidad Católica de Chile, 2025
dc.description.abstractThe present thesis investigates the Bilinear Form Test (BF Test) as a robust statistical tool for evaluating parameter constraints across various models. It examines the test's theoretical foundations, with a particular focus on its invariance under reparameterizations and its performance in finite-sample settings. By leveraging bilinear forms, the BF Test provides an alternative to likelihood-based methods, employing an asymptotic chi-squared distribution that simplifies hypothesis testing. Monte Carlo simulations and empirical applications—including its use in financial models like the Capital Asset Pricing Model (CAPM) and in Generalized Estimating Equations (GEE) for correlated data—demonstrate the method’s efficiency, robustness, and versatility. Key contributions of this work include a detailed exploration of the BF Test's theoretical properties, validation of its invariance across different model structures, and a comprehensive comparison with traditional testing approaches, alongside proposed extensions for future research.
dc.fechaingreso.objetodigital2025-03-19
dc.format.extent113 páginas
dc.fuente.origenAutoarchivo
dc.identifier.doi10.7764/tesisUC/MAT/102957
dc.identifier.urihttps://doi.org/10.7764/tesisUC/MAT/102957
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/102957
dc.information.autorucFacultad de Matemáticas; Galea Rojas, Manuel Jesús; 0000-0001-9819-5843; 1008589
dc.information.autorucFacultad de Matemáticas; Gárate Barraza, Ángelo Fabián; S/I; 1092280
dc.language.isoen
dc.nota.accesocontenido completo
dc.rightsacceso abierto
dc.rights.licenseAtribución-NoComercial-SinDerivadas 4.0 Internacional (CC BY-NC-ND 4.0)
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
dc.subject.ddc510
dc.subject.deweyMatemática física y químicaes_ES
dc.titleBilinear Form Test: Theoretical Properties and Applications
dc.typetesis doctoral
sipa.codpersvinculados1008589
sipa.codpersvinculados1092280
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