Search Results - subject:"composite hypotheses"

Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters

Hahn, Jinyong; Ridder, Geert - In: Journal of Econometric Methods 4 (2015) 1, pp. 1-28

Abstract We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum) of population parameters. In both examples we...

Persistent link: https://www.econbiz.de/10014612567

Asymptotic tests of composite hypotheses

Hansen, Peter Reinhard - 2003

Test statistics that are suitable for testing composite hypotheses are typically non-pivotal, and conservative bounds … are commonly used to test composite hypotheses. In this paper, we propose a testing procedure for composite hypotheses … asymptotic tests of composite hypotheses, and we show that this is a necessary condition for a test to be unbiased. The procedure …

Persistent link: https://www.econbiz.de/10010318991

Sequential change-point detection for mixing random sequences under composite hypotheses

Brodsky, Boris; Darkhovsky, Boris - In: Statistical Inference for Stochastic Processes 11 (2008) 1, pp. 35-54

Persistent link: https://www.econbiz.de/10005169138

Asymptotically minimax tests of some nonstandard composite hypotheses

Weiss, Lionel - In: Statistics & Probability Letters 11 (1991) 3, pp. 251-254

Persistent link: https://www.econbiz.de/10005137770

An MDI Model and an Algorithm for Composite Hypotheses Testing and Estimation in Marketing

Charnes, A.; Cooper, W. W.; Learner, D. B.; Phillips, F. Y. - In: Marketing Science 3 (1984) 1, pp. 55-72

the data base, and to estimate their impact on the market. Composite hypotheses, which are difficult to deal with by the …

Persistent link: https://www.econbiz.de/10008789762