Most mean powerful invariant test for testing two-dimensional parameter spaces

DOI10.1016/j.jspi.2004.03.023zbMath1066.62065OpenAlexW2034537256MaRDI QIDQ2386158

Nelufa Begum, Maxwell L. King

Publication date: 22 August 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.023

zbMATH Keywords

Generalized Neyman-Pearson lemmaJoint AR(1)-AR(4) disturbancesJoint MA(1)-MA(4) disturbancesMost mean powerful invariant test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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Cites Work

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• Seasonal Adjustment by Signal Extraction
• Most mean powerful test of a composite null against a composite alternative
• Nonnested testing for autocorrelation in the linear regression model
• The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
• Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

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