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Hypothesis Testing

  • Wolfgang Härdle
  • Léopold Simar

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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Wolfgang Härdle
    • 1
  • Léopold Simar
    • 2
  1. 1.CASE — Center for Applied Statistics and Economics, Institut für Statistik und ÖkonometrieHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Inst. StatistiqueUniversité Catholique LouvainLouvain-la-NeuveBelgium

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