This paper considers the problem of testing a finite number of moment inequalities. We propose a two-step approach. In the first step, a confidence region for the moments is constructed. In the second ...

Abstract In this paper, we first study the solution to linear matrix inequality AXB + (AXB)* ⩾ (>, ⩽, <) C when the matrix G = (A B*) is full row rank, where C is a Hermitian matrix. Furthermore, for ...