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 \(\Omega_{0} \subset \mathbb {R}^{q}\).
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© 2012 Springer-Verlag Berlin Heidelberg
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Härdle, W.K., Simar, L. (2012). Hypothesis Testing. In: Applied Multivariate Statistical Analysis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-17229-8_7
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DOI: https://doi.org/10.1007/978-3-642-17229-8_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-17228-1
Online ISBN: 978-3-642-17229-8
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