Hypothesis Testing

Wolfgang Härdle () and Leopold Simar
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Wolfgang Härdle: Humboldt-Universität zu Berlin, CASE — Center for Applied Statistics and Economics, Institut für Statistik und Ökonometrie

Chapter 7 in Applied Multivariate Statistical Analysis, 2003, pp 183-216 from Springer

Abstract: Abstract In the preceding chapter, the theoretical basis of estimation theory was presented. Now we turn our interest towards testing issues: we want to test the hypothesis H 0 that the unknown parameter θ belongs to some subspace of ℝ q . This subspace is called the null set and will be denoted by Ω0 ⊂ ℝ q .

Keywords: Test Problem; Covariance Matrice; Confidence Region; Linear Restriction; Linear Hypothesis (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/978-3-662-05802-2_7

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