Hypothesis Testing

Wolfgang Karl Härdle and Zdeněk Hlávka
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Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics
Zdeněk Hlávka: Charles University in Prague, Faculty of Mathematics and Physics Department of Statistics

Chapter Chapter 7 in Multivariate Statistics, 2015, pp 103-137 from Springer

Abstract: Abstract A first step in data modeling and understanding is the estimation of parameters in a supposed model. The second step—and very important statistical work—is the inferential conclusion on a hypothesis of the involved parameters. The construction of tests for different kinds of hypotheses is at the heart of this chapter.

Keywords: Null Hypothesis; Covariance Matrice; Variance Matrix; Multivariate Normal Distribution; Likelihood Ratio Test Statistic (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-36005-3_7

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DOI: 10.1007/978-3-642-36005-3_7

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