Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

DOI10.1080/07474938.2017.1382781zbMath1490.62482OpenAlexW2759529807MaRDI QIDQ5860926

Sivagowry Sriananthakumar

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1382781

zbMATH Keywords

generalized Neyman-Pearson lemmanon-nested testingfundamental Neyman-Pearson lemmamaximized Monte Carlo methodPO testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)

Uses Software

• AS 155

Cites Work

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