Results
GPV-based
To evaluate the efficacy of the proposed method, three sets of simulation studies are conducted. First, the empirical sizes from GPV-based method are compared with those from the Delta method and empirical bootstrap method in various finite sample sizes. Second, we evaluate the empirical power among the three tests and compare the performance of the proposed GPV-based method with that of other two tests. Third, we show that GPV-based method can be well applied to non-normality cases.