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

Arif Zaman (), Asad Zaman and Atiq Rehman
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Arif Zaman: Lahore University of Management Sciences, Lahore.

International Econometric Review (IER), 2017, vol. 9, issue 1, 1-20

Abstract: Strategies for comparison of alternative tests do not receive much attention in econometrics. The purpose of this paper is to introduce the concept of stringency and illustrate it in the context of a very simple hypothesis testing problem. Systematic use of this concept can be very helpful in evaluating relative performance of tests

Keywords: Power Envelope; Location Parameter; Stringent Test. (search for similar items in EconPapers)
JEL-codes: C12 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:erh:journl:v:9:y:2017:i:1:p:1-20

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