The Concept of Stringency for Test Comparison : The Case of a Cauchy Location Parameter

Stringency provides a global method for finite sample test comparison which is intuitive and provide sharp and clear cut answers. In contrast, typical methods yield inconclusive results because each test has some areas of weaknesses and strengths. This paper illustrates and explains the method in the context of a simple example of a Cauchy location parameter

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Year of publication:	2019
Authors:	Zaman, Arif
Other Persons:	Zaman, Asad (contributor) ; Ur Rehman, Atiq (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (18 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Econometric Review, Vol 9 No. 1 April 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 9, 2017 erstellt
Classification:	C12 - Hypothesis Testing ; c18
Source:	ECONIS - Online Catalogue of the ZBW

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