Hypothesis Testing

Wolfgang Karl Härdle and Leopold Simar
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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

Chapter Chapter 7 in Applied Multivariate Statistical Analysis, 2015, pp 213-249 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 $$\mathbb{R}^{q}$$ . This subspace is called the null set and will be denoted by $$\Omega _{0} \subset \mathbb{R}^{q}$$ .

Keywords: Test Problem; Covariance Matrice; Confidence Region; Testing Issue; Linear Restriction (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-662-45171-7_7

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