Hypothesis Testing

  • Wolfgang Härdle
  • Léopold Simar


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 .


Test Problem Covariance Matrice Confidence Region Linear Restriction Linear Hypothesis 
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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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