Hypothesis Testing, Interval Estimation and Test for Outliers

Karl-Rudolf Koch
Additional contact information
Karl-Rudolf Koch: Institute of Theoretical Geodesy of the University of Bonn

Chapter 4 in Parameter Estimation and Hypothesis Testing in Linear Models, 1999, pp 271-309 from Springer

Abstract: Abstract Chapter 3 dealt with the estimation of the unknown parameters. By means of the variances and covariances of the estimators, measures of the dispersion of the estimators about their expected values and measures of the linear dependency of the estimators were determined With respect to the variances and covariances, additional information shall be obtained in the following by estimating for several parameters the region and for one parameter the interval in which the values of the parameters can be expected with a given probability. This problem is called an interval estimation.

Keywords: Null Hypothesis; Likelihood Ratio Test; Full Rank; Interval Estimation; Wishart Distribution (search for similar items in EconPapers)
Date: 1999
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:978-3-662-03976-2_5

Ordering information: This item can be ordered from
http://www.springer.com/9783662039762

DOI: 10.1007/978-3-662-03976-2_5

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 ().