Adaptive Combination of Tests

Yadolah Dodge and Jana Jureĉková
Additional contact information
Yadolah Dodge: University of Neuchâtel
Jana Jureĉková: Charles University, Department of Probability and Statistics

Chapter 8 in Adaptive Regression, 2000, pp 115-124 from Springer

Abstract: Abstract We have considered adaptive convex combinations of two kinds of estimators. An analogous idea can be exploited for the combinations of two tests of the linear hypothesis in the linear regression model. It turns out that the same adaptive decision rules, that led to the optimal combinations of estimators also lead to the optimal combinations of two tests. The efficiencies of estimating and testing procedures are also closely related; it is well known that the Pitman efficacy of the test coincides with the reciprocal standard deviation of the asymptotic distribution of the corresponding estimator. Noting that, the adaptive combination of two tests can also be considered as the test corresponding to the adaptive combination of two pertaining estimators.

Keywords: Linear Regression Model; Asymptotic Distribution; Regression Quantile; Decision Procedure; Test Criterion (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4419-8766-2_8

Ordering information: This item can be ordered from
http://www.springer.com/9781441987662

DOI: 10.1007/978-1-4419-8766-2_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().