Most mean powerful test of a composite null against a composite alternative

DOI10.1016/j.csda.2004.07.001zbMath1429.62196OpenAlexW1987803270MaRDI QIDQ957283

Nelufa Begum, Maxwell L. King

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.001

zbMATH Keywords

generalized Neyman-Pearson lemmaMA(1) disturbancesAR(1) disturbancesmost mean powerful invariant test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items

An expected power approach for the assessment of composite endpoints and their components ⋮ Most mean powerful invariant test for testing two-dimensional parameter spaces ⋮ Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

Uses Software

• GAUSS

Cites Work

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