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 .
KeywordsTest Problem Covariance Matrice Confidence Region Linear Restriction Linear Hypothesis
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